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Pooled Trust Preferred Securities that have at Least One Credit Rating Below Investment Grade (Detail) (USD $)
In Thousands, unless otherwise specified
6 Months Ended
Jun. 30, 2011
Entity
INCAPS Funding I
 
Schedule of Investments [Line Items]  
Book value $ 14,964
Fair value 17,828
Unrealized gain (loss) 2,864
Lowest credit rating assigned to security CCC-
Number of banks/insurance companies currently performing 24
Actual deferrals and defaults as a percentage of original collateral 11.00%
Expected deferrals and defaults as a percentage of remaining performing collateral 20.00%
Excess subordination as a percentage of remaining performing collateral 27.00%
Alesco Preferred Funding VII Ltd
 
Schedule of Investments [Line Items]  
Book value 553
Fair value 374
Unrealized gain (loss) (179)
Lowest credit rating assigned to security C
Number of banks/insurance companies currently performing 61
Actual deferrals and defaults as a percentage of original collateral 30.00%
Expected deferrals and defaults as a percentage of remaining performing collateral 26.00%
Preferred Term Securities II
 
Schedule of Investments [Line Items]  
Book value 627
Fair value 904
Unrealized gain (loss) $ 277
Lowest credit rating assigned to security C
Number of banks/insurance companies currently performing 24
Actual deferrals and defaults as a percentage of original collateral 36.00%
Expected deferrals and defaults as a percentage of remaining performing collateral 19.00%
Expected recoveries as a percentage of remaining performing collateral 2.00%