XML 69 R34.htm IDEA: XBRL DOCUMENT v2.4.0.6
Securities Available for Sale Alesco TPS Narratives (Details) (USD $)
9 Months Ended
Sep. 30, 2012
Dec. 31, 2011
Sep. 30, 2011
Dec. 31, 2010
Sep. 30, 2012
ALESCO Preferred Funding X, Ltd. [Member]
Number_of_Underlying_Issuers
Dec. 31, 2011
ALESCO Preferred Funding X, Ltd. [Member]
Schedule of Available-for-sale Securities [Line Items]            
Available-for-sale securities $ 311,083,000 $ 283,145,000     $ 1,276,000  
Available-for-sale securities, gross unrealized losses (4,224,000) (4,721,000)     (2,919,000)  
Accumulated other comprehensive income (loss), net of tax 2,204,000 654,000 852,000 (2,647,000) 1,109,000  
Underlying issuers within the pool (number of issuers)         77  
Assumed recoveries from defaulted issuers         0  
Minimum Consolidated Assets for TPS Phase Out         $ 15,000,000,000  
Prepayment Rate Assumption for TPS Phase Out, Year Two and Three         30.00%  
Annual Prepayment Rate for TPS Phase Out, After Year Three         2.00%  
Discount rate added to three month LIBOR for fair value analyais (percent)         14.00% 15.00%
Approximate lifetime average all-in discount rate (percent)         17.00% 18.00%
Discount rate added to three-month LIBOR for cash flow projections (percent)         1.25% 1.25%