Investment Securities (Pooled Trust Preferred Collateralized Debt Obligations) (Details) $ in Thousands		6 Months Ended
		Jun. 30, 2016 USD ($) item	Jun. 30, 2015 USD ($)	Dec. 31, 2015 USD ($)	Dec. 31, 2011 USD ($)
Fair Value		$ 251,326		$ 261,138
Unrealized loss		(1,367)		$ (2,475)
Realized losses YTD		770	$ 366
Pooled Trust Preferred Securities [Member]
Original Par		4,000			$ 4,000
Book Value		3,806
Fair Value		2,534
Unrealized loss		$ (1,272)
Pooled Trust Preferred Securities [Member] | Alesco Preferred Funding IX [Member]
Class		A1
Original Par		$ 1,000
Book Value		915
Fair Value		548
Unrealized loss		$ (367)
Number of Banks / Insurance Cos. Currently Performing | item		43
Total Number of Banks and Insurance Cos. In Issuance (Unique) | item		50
Actual Deferrals/Defaults (as a % of original collateral)		6.75%
Total Projected Defaults (as a % of performing collateral)	[1]	10.68%
Excess subordination (after taking into account best estimate of future deferrals/defaults)	[2]	54.87%
Pooled Trust Preferred Securities [Member] | U.S. Capital Funding I [Member]
Class		B3
Original Par		$ 3,000
Book Value		2,891
Fair Value		1,986
Unrealized loss		$ (905)
Number of Banks / Insurance Cos. Currently Performing | item		29
Total Number of Banks and Insurance Cos. In Issuance (Unique) | item		33
Actual Deferrals/Defaults (as a % of original collateral)		7.95%
Total Projected Defaults (as a % of performing collateral)	[1]	6.45%
Excess subordination (after taking into account best estimate of future deferrals/defaults)	[2]	11.81%
Minimum | Pooled Trust Preferred Securities [Member] | Alesco Preferred Funding IX [Member]
Class		CCC-
Minimum | Pooled Trust Preferred Securities [Member] | U.S. Capital Funding I [Member]
Class		C

[1] A 10% recovery is applied to all projected defaults by depository institutions. A 15% recovery is applied to all projected defaults by insurance companies. No recovery is applied to current defaults.

[2] Excess subordination represents the additional defaults in excess of both current and projected defaults that the CDO can absorb before the bond experiences any credit impairment. Excess subordinated percentage is calculated by (a) determining what percentage of defaults a deal can experience before the bond has credit impairment, and (b) subtracting from this default breakage percentage both total current and expected future default percentages.