Quarterly report pursuant to Section 13 or 15(d)

FAIR VALUE - Quantitative Information about Significant Unobservable Inputs (Details 2)

v3.3.0.814
FAIR VALUE - Quantitative Information about Significant Unobservable Inputs (Details 2)
$ in Thousands
 9 Months Ended
Sep. 30, 2015
USD ($)
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Amortized Cost Basis $ 0 [1]
Fair Value 61,508
Weighted Average Significant Input  
Available-for-sale Securities 9,183
CDO Securities [Member]  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Amortized Cost Basis 0 [1]
Fair Value 9,183 [1],[2],[3]
Weighted Average Significant Input  
Available-for-sale Securities $ 9,183 [3]
Measured on a Recurring Basis [Member] | CDO Securities [Member]  
Weighted Average Significant Input  
Discount Rate 10.50%
Prepayment Speed 4.70%
Cumulative Default Rate 28.80%
Loss Severity 62.50%
Available-for-sale Securities $ 9,183 [2]
[1] (E)Represents non-consolidated CDO securities, excluding 8 securities with zero value, which had an aggregate face amount of $115.5 million.
[2] (A)See Note 13 regarding the estimation of fair value, which is equal to carrying value for all securities.
[3] Represents non-consolidated CDO securities, excluding eight securities with zero value, which had an aggregate face amount of $115.5 million as of September 30, 2015.