Fair Value (Details) - Characteristics of CDOs and Unobservable Inputs Significant to the Valuation of CDOs (USD $) In Thousands, unless otherwise specified							9 Months Ended
	Sep. 30, 2014	Jun. 30, 2014	Dec. 31, 2013	Sep. 30, 2013	Jun. 30, 2013	Dec. 31, 2012	Sep. 30, 2014 No 1 underlying_issuer		Sep. 30, 2014 No 2 underlying_issuer		Sep. 30, 2014 No 3 underlying_issuer		Sep. 30, 2014 No 4 underlying_issuer		Sep. 30, 2014 No 5 underlying_issuer
Characteristics:
Class							C-1		C-1		C-1		B1		C
Original par (in Dollars)							$ 17,500		$ 15,000		$ 15,000		$ 15,000		$ 6,500
Amortized cost (in Dollars)							7,140		5,598		12,377		13,727		6,179
Fair value (in Dollars)	$ 18,369	$ 18,436	$ 18,309	$ 16,996	$ 14,917	$ 12,129	$ 4,837		$ 704		$ 4,872		$ 5,428		$ 2,528
Lowest credit rating (Moody’s)							Ca		Ca		Ca		Ca		Ca
Number of underlying Issuers (underlying issuers)							43		54		57		56		74
Percent of Issuers currently performing (percent)							83.70%		81.50%		77.20%		62.50%		73.00%
Current deferral and default percent (percent)							8.70%	[1]	10.30%	[1]	11.00%	[1]	24.40%	[1]	22.50%	[1]
Expected future deferral and default percent (percent)							12.20%	[2]	10.80%	[2]	13.50%	[2]	19.00%	[2]	9.60%	[2]
Excess subordination percent (percent)							0.00%	[3]	0.00%	[3]	0.00%	[3]	10.30%	[3]	10.10%	[3]
Discount rate risk adjustment (percent)							12.50%	[4]	14.30%	[4]	13.30%	[4]	11.80%	[4]	12.30%	[4]
Significant unobservable inputs, weighted average of Issuers:
Probability of prepayment (percent)							15.20%		7.60%		4.50%		4.50%		3.50%
Probability of default (percent)							18.50%		22.20%		19.80%		26.00%		28.80%
Loss given default (percent)							88.20%		83.20%		89.40%		93.20%		96.30%
Probability of deferral cure (percent)							23.20%		12.40%		36.30%		38.80%		27.60%

[1] Represents actual deferrals and defaults, net of recoveries, as a percent of the original collateral.

[2] Represents expected future deferrals and defaults, net of recoveries, as a percent of the remaining performing collateral. The probability of future defaults is derived for each Issuer based on a credit analysis. The associated assumed loss given default is based on historical default and recovery information provided by a nationally recognized credit rating agency and is assumed to be 90% for banks, 85% for insurance companies, and 100% for Issuers that have already defaulted.

[3] Represents additional defaults that the CDO can absorb before the security experiences any credit impairment. The excess subordination percentage is calculated by dividing the amount of potential additional loss that can be absorbed (before the receipt of all expected future principal and interest payments is affected) by the total balance of performing collateral.

[4] Cash flows are discounted at LIBOR plus this adjustment to reflect the higher risk inherent in these securities.