Investment Securities (Pooled Trust Preferred Collateralized Debt Obligations) (Details) $ in Thousands		6 Months Ended		12 Months Ended
		Jun. 30, 2015 USD ($) entity	Jun. 30, 2014 USD ($)	Dec. 31, 2014 USD ($)	Dec. 31, 2011 USD ($)
Fair Value		$ 261,506		$ 260,806
Unrealized gain (loss)		(3,011)		$ (2,238)
Realized losses YTD		366	$ 362
Pooled Trust Preferred Securities [Member]
Original Par		4,000			$ 4,000
Book Value		3,802
Fair Value		2,522
Unrealized gain (loss)		$ (1,280)
Pooled Trust Preferred Securities [Member] | Alesco Preferred Funding IX [Member]
Class		A2A
Original Par		$ 1,000
Book Value		911
Fair Value		548
Unrealized gain (loss)		$ (363)
Number of Banks / Insurance Cos. Currently Performing | entity		42
Total Number of Banks and Insurance Cos. In Issuance (Unique) | entity		51
Actual Deferrals/Defaults (as a % of original collateral)		10.04%
Total Projected Defaults (as a % of performing collateral)	[1]	12.95%
Excess subordination (after taking into account best estimate of future deferrals/defaults)	[2]	55.14%
Pooled Trust Preferred Securities [Member] | U.S. Capital Funding I [Member]
Class		B1
Original Par		$ 3,000
Book Value		2,891
Fair Value		1,974
Unrealized gain (loss)		$ (917)
Number of Banks / Insurance Cos. Currently Performing | entity		28
Total Number of Banks and Insurance Cos. In Issuance (Unique) | entity		33
Actual Deferrals/Defaults (as a % of original collateral)		9.44%
Total Projected Defaults (as a % of performing collateral)	[1]	7.02%
Excess subordination (after taking into account best estimate of future deferrals/defaults)	[2]	10.33%
Minimum | Pooled Trust Preferred Securities [Member] | Alesco Preferred Funding IX [Member]
Class		BB+
Minimum | Pooled Trust Preferred Securities [Member] | U.S. Capital Funding I [Member]
Class		B3

[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.