XML 96 R84.htm IDEA: XBRL DOCUMENT v3.4.0.3
FAIR VALUE (Quantitative Inputs and Assumptions Used in Determining the Fair Value of Items Categorized in Level 3) (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2016
Dec. 31, 2015
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
CLO securities $ 17,706 $ 19,509
Trading securities $ 1,442 1,451
Loss severity rate 30.00%  
Discount rates 15.00%  
CLO securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
CLO securities $ 7,794 $ 8,447
Loss severity rate 25.00%  
Constant prepayment rate 25.00%  
Reinvestment price on collateral   99.00%
Discount rates 15.00%  
CLO securities | Minimum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Constant default rate 1.00%  
Reinvestment spread 0.00%  
CLO securities | Maximum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Constant default rate 2.00%  
Reinvestment spread 4.50%  
Trading securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Constant default rate 5.00%  
Constant prepayment rate 30.00%