Annual report pursuant to Section 13 and 15(d)

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

v3.6.0.2
AVAILABLE-FOR-SALE AND OTHER SECURITIES - Collateralized Debt Obligation Securities (Details)
$ in Thousands
Dec. 31, 2016
USD ($)
issuer
Dec. 31, 2015
USD ($)
Schedule of Available-for-sale Securities [Line Items]    
Unrealized Loss $ (261,644) $ (83,651)
Collateralized Debt Obligations    
Schedule of Available-for-sale Securities [Line Items]    
Par Value 137,197 179,574
Amortized Cost 101,210 131,991
Fair Value 76,003 100,338
Unrealized Loss $ (25,207) $ (31,654)
Collateralized Debt Obligations | Alesco II    
Schedule of Available-for-sale Securities [Line Items]    
Number of Issuers Currently Performing | issuer 30  
Number of Issuers Currently Remaining | issuer 32  
Collateralized Debt Obligations | ICONS    
Schedule of Available-for-sale Securities [Line Items]    
Par Value $ 18,594  
Amortized Cost 18,594  
Fair Value 15,307  
Unrealized Loss $ (3,287)  
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 13.00%  
Available-for-sale Securities, Excess Subordination 54.00%  
Collateralized Debt Obligations | MM Comm III    
Schedule of Available-for-sale Securities [Line Items]    
Par Value $ 4,573  
Amortized Cost 4,369  
Fair Value 3,618  
Unrealized Loss $ (751)  
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 38.00%  
Collateralized Debt Obligations | Pre TSL IX    
Schedule of Available-for-sale Securities [Line Items]    
Par Value $ 5,000  
Amortized Cost 3,955  
Fair Value 3,253  
Unrealized Loss $ (702)  
Number of Issuers Currently Performing | issuer 27  
Number of Issuers Currently Remaining | issuer 38  
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 8.00%  
Collateralized Debt Obligations | Pre TSL XI    
Schedule of Available-for-sale Securities [Line Items]    
Par Value $ 25,000  
Amortized Cost 19,576  
Fair Value 15,767  
Unrealized Loss $ (3,809)  
Number of Issuers Currently Performing | issuer 42  
Number of Issuers Currently Remaining | issuer 55  
Actual Deferrals and Defaults as a % of Original Collateral 14.00%  
Expected Defaults as a % of Remaining Performing Collateral 8.00%  
Available-for-sale Securities, Excess Subordination 14.00%  
Collateralized Debt Obligations | Pre TSL XIII    
Schedule of Available-for-sale Securities [Line Items]    
Par Value $ 27,530  
Amortized Cost 19,106  
Fair Value 17,146  
Unrealized Loss $ (1,960)  
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 11.00%  
Available-for-sale Securities, Excess Subordination 29.00%  
Collateralized Debt Obligations | Reg Diversified    
Schedule of Available-for-sale Securities [Line Items]    
Par Value $ 25,500  
Amortized Cost 4,610  
Fair Value 1,752  
Unrealized Loss $ (2,858)  
Number of Issuers Currently Performing | issuer 23  
Number of Issuers Currently Remaining | issuer 39  
Actual Deferrals and Defaults as a % of Original Collateral 35.00%  
Expected Defaults as a % of Remaining Performing Collateral 8.00%  
Available-for-sale Securities, Excess Subordination 0.00%  
Collateralized Debt Obligations | Soloso    
Schedule of Available-for-sale Securities [Line Items]    
Number of Issuers Currently Performing | issuer 30  
Number of Issuers Currently Remaining | issuer 40  
Collateralized Debt Obligations | Tropic III [Member]    
Schedule of Available-for-sale Securities [Line Items]    
Par Value $ 31,000  
Amortized Cost 31,000  
Fair Value 19,160  
Unrealized Loss $ (11,840)  
Actual Deferrals and Defaults as a % of Original Collateral 16.00%  
Expected Defaults as a % of Remaining Performing Collateral 7.00%  
Available-for-sale Securities, Excess Subordination 42.00%