Annual report pursuant to Section 13 and 15(d)

AVAILABLE-FOR-SALE AND OTHER SECURITIES - Collateralized Debt Obligation Securities (Details)

v3.3.1.900
AVAILABLE-FOR-SALE AND OTHER SECURITIES - Collateralized Debt Obligation Securities (Details)
$ in Thousands
Dec. 31, 2015
USD ($)
issuer
Dec. 31, 2014
USD ($)
Schedule of Available-for-sale Securities [Line Items]    
Unrealized Loss $ (83,651) $ (92,770)
Collateralized Debt Obligations    
Schedule of Available-for-sale Securities [Line Items]    
Par Value 179,574 193,597
Amortized Cost 131,991 139,194
Fair Value 100,338 82,738
Unrealized Loss (31,654) $ (56,456)
Collateralized Debt Obligations | Alesco II    
Schedule of Available-for-sale Securities [Line Items]    
Par Value 41,646  
Amortized Cost 28,022  
Fair Value 25,296  
Unrealized Loss $ (2,727)  
Number of Issuers Currently Performing | issuer 30  
Number of Issuers Currently Remaining | issuer 32  
Actual Deferrals and Defaults as a % of Original Collateral 5.00%  
Expected Defaults as a % of Remaining Performing Collateral 7.00%  
Available-for-sale Securities, Excess Subordination 4.00%  
Collateralized Debt Obligations | ICONS    
Schedule of Available-for-sale Securities [Line Items]    
Par Value $ 19,214  
Amortized Cost 19,214  
Fair Value 15,567  
Unrealized Loss $ (3,647)  
Number of Issuers Currently Performing | issuer 19  
Number of Issuers Currently Remaining | issuer 21  
Actual Deferrals and Defaults as a % of Original Collateral 7.00%  
Expected Defaults as a % of Remaining Performing Collateral 14.00%  
Available-for-sale Securities, Excess Subordination 52.00%  
Collateralized Debt Obligations | MM Comm III    
Schedule of Available-for-sale Securities [Line Items]    
Par Value $ 4,684  
Amortized Cost 4,475  
Fair Value 3,682  
Unrealized Loss $ (793)  
Number of Issuers Currently Performing | issuer 5  
Number of Issuers Currently Remaining | issuer 8  
Actual Deferrals and Defaults as a % of Original Collateral 5.00%  
Expected Defaults as a % of Remaining Performing Collateral 6.00%  
Available-for-sale Securities, Excess Subordination 36.00%  
Collateralized Debt Obligations | Pre TSL IX    
Schedule of Available-for-sale Securities [Line Items]    
Par Value $ 5,000  
Amortized Cost 3,955  
Fair Value 3,009  
Unrealized Loss $ (946)  
Number of Issuers Currently Performing | issuer 27  
Number of Issuers Currently Remaining | issuer 38  
Actual Deferrals and Defaults as a % of Original Collateral 18.00%  
Expected Defaults as a % of Remaining Performing Collateral 10.00%  
Available-for-sale Securities, Excess Subordination 7.00%  
Collateralized Debt Obligations | Pre TSL XI    
Schedule of Available-for-sale Securities [Line Items]    
Par Value $ 25,000  
Amortized Cost 20,155  
Fair Value 15,418  
Unrealized Loss $ (4,737)  
Number of Issuers Currently Performing | issuer 42  
Number of Issuers Currently Remaining | issuer 55  
Actual Deferrals and Defaults as a % of Original Collateral 16.00%  
Expected Defaults as a % of Remaining Performing Collateral 9.00%  
Available-for-sale Securities, Excess Subordination 10.00%  
Collateralized Debt Obligations | Pre TSL XIII    
Schedule of Available-for-sale Securities [Line Items]    
Par Value $ 27,530  
Amortized Cost 19,735  
Fair Value 16,769  
Unrealized Loss $ (2,966)  
Number of Issuers Currently Performing | issuer 47  
Number of Issuers Currently Remaining | issuer 56  
Actual Deferrals and Defaults as a % of Original Collateral 9.00%  
Expected Defaults as a % of Remaining Performing Collateral 10.00%  
Available-for-sale Securities, Excess Subordination 24.00%  
Collateralized Debt Obligations | Reg Diversified    
Schedule of Available-for-sale Securities [Line Items]    
Par Value $ 25,500  
Amortized Cost 5,435  
Fair Value 1,994  
Unrealized Loss $ (3,441)  
Number of Issuers Currently Performing | issuer 23  
Number of Issuers Currently Remaining | issuer 39  
Actual Deferrals and Defaults as a % of Original Collateral 33.00%  
Expected Defaults as a % of Remaining Performing Collateral 7.00%  
Available-for-sale Securities, Excess Subordination 0.00%  
Collateralized Debt Obligations | Soloso    
Schedule of Available-for-sale Securities [Line Items]    
Par Value $ 31,000  
Amortized Cost 31,000  
Fair Value 18,603  
Unrealized Loss $ (12,397)  
Number of Issuers Currently Performing | issuer 30  
Number of Issuers Currently Remaining | issuer 40  
Actual Deferrals and Defaults as a % of Original Collateral 19.00%  
Expected Defaults as a % of Remaining Performing Collateral 9.00%  
Available-for-sale Securities, Excess Subordination 40.00%