Annual report pursuant to Section 13 and 15(d)

FAIR VALUE OF FINANCIAL INSTRUMENTS - Internal Pricing Models (Details 6)

v2.4.0.8
FAIR VALUE OF FINANCIAL INSTRUMENTS - Internal Pricing Models (Details 6) (USD $)
In Thousands, unless otherwise specified
 12 Months Ended
Dec. 31, 2013
Dec. 31, 2012
Amortized Cost Basis $ 901,855 [1] $ 1,608,787
Gains - Gross Unrealized 82,699 98,762
Measured on a Recurring Basis | Internal Pricing Models
    
Amortized Cost Basis 738  
Fair Value 3,772  
Impairment recorded in current year 76  
Gains - Gross Unrealized 3,034  
Measured on a Recurring Basis | Internal Pricing Models | CMBS Conduit
    
Amortized Cost Basis 738  
Fair Value 1,770  
Impairment recorded in current year 76  
Gains - Gross Unrealized 1,032  
Weighted Average - Discount Rate 8.00%  
Weighted Average - Prepayment Speed N/A [2]  
Cumulative Default Rate 99.50%  
Loss Severity 27.60%  
Measured on a Recurring Basis | Internal Pricing Models | CDOs
    
Amortized Cost Basis     
Fair Value 2,002  
Impairment recorded in current year     
Gains - Gross Unrealized $ 2,002  
Weighted Average - Discount Rate 35.00%  
Weighted Average - Prepayment Speed 3.50% [2]  
Cumulative Default Rate 17.50%  
Loss Severity 73.50%  
[1] Net of discounts (or gross premiums) and after OTTI, including impairment taken during the period ended December 31, 2013.
[2] Projected annualized average prepayment rate.