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Fair Value (Details 1) - USD ($) | 6 Months Ended |
--- | --- | ---
Jun. 30, 2017 | Dec. 31, 2016
Other-than-temporary impairment model assumptions: |  |  |
Other-than-temporary impairment |  | $ 271,000 | $ 271,000
Cusip One [Member] |  |  |
Fair Value Pooled Trust Preferred Securities [Line Items] |  |  |
Cusip |  | 74043CAC1 |
Deal name |  | PreTSL XXIV |
Class |  | B-1 |
Lowest credit rating assigned |  | CCC |
Number of performing banks |  | 62 |
Number of performing insurance companies |  | 13 |
Number of issuers in default |  | 16 |
Number of issuers in deferral |  | 2 |
Defaults & deferrals as a % of performing collateral |  | 26.56% |
Subordination: |  |  |
As a % of performing collateral |  | 23.55% |
As a % of performing collateral - adjusted for projected future defaults |  | 18.93% |
Other-than-temporary impairment model assumptions: |  |  |
Year 1 - issuer average |  | 1.90% |
Year 2 - issuer average |  | 1.90% |
Year 3 - issuer average |  | 1.90% |
> 3 Years - issuer average | [1] |  |
Discount rate - 3 month Libor, plus implicit yield spread at purchase |  | 1.48% |
Recovery assumptions | [2] |  |
Prepayments |  | 0.00% |
Other-than-temporary impairment |  | $ 41 |
Cusip Two [Member] |  |  |
Fair Value Pooled Trust Preferred Securities [Line Items] |  |  |
Cusip |  | 74042TAJ0 |
Deal name |  | PreTSL XXVII |
Class |  | C-1 |
Lowest credit rating assigned |  | CC |
Number of performing banks |  | 33 |
Number of performing insurance companies |  | 7 |
Number of issuers in default |  | 7 |
Number of issuers in deferral |  | 2 |
Defaults & deferrals as a % of performing collateral |  | 20.06% |
Subordination: |  |  |
As a % of performing collateral |  | 8.35% |
As a % of performing collateral - adjusted for projected future defaults |  | 1.24% |
Other-than-temporary impairment model assumptions: |  |  |
Year 1 - issuer average |  | 2.40% |
Year 2 - issuer average |  | 2.40% |
Year 3 - issuer average |  | 2.40% |
> 3 Years - issuer average | [1] |  |
Discount rate - 3 month Libor, plus implicit yield spread at purchase |  | 1.23% |
Recovery assumptions | [2] |  |
Prepayments |  | 0.00% |
Other-than-temporary impairment |  | $ 132 |
Cusip Three [Member] |  |  |
Fair Value Pooled Trust Preferred Securities [Line Items] |  |  |
Cusip |  | 01449TAB9 |
Deal name |  | Alesco IX |
Class |  | A-2A |
Lowest credit rating assigned |  | BB |
Number of performing banks |  | 62 |
Number of performing insurance companies |  | 10 |
Number of issuers in default |  | 2 |
Number of issuers in deferral |  | 2 |
Defaults & deferrals as a % of performing collateral |  | 4.22% |
Subordination: |  |  |
As a % of performing collateral |  | 52.53% |
As a % of performing collateral - adjusted for projected future defaults |  | 49.17% |
Other-than-temporary impairment model assumptions: |  |  |
Year 1 - issuer average |  | 2.20% |
Year 2 - issuer average |  | 2.20% |
Year 3 - issuer average |  | 2.20% |
> 3 Years - issuer average | [1] |  |
Discount rate - 3 month Libor, plus implicit yield spread at purchase |  | 1.27% |
Recovery assumptions | [2] |  |
Prepayments |  | 0.00% |
Other-than-temporary impairment |  | $ 36 |
Cusip Four [Member] |  |  |
Fair Value Pooled Trust Preferred Securities [Line Items] |  |  |
Cusip |  | 01450NAC6 |
Deal name |  | Alesco XVII |
Class |  | B |
Lowest credit rating assigned |  | CCC |
Number of performing banks |  | 51 |
Number of issuers in default |  | 4 |
Number of issuers in deferral |  | 1 |
Defaults & deferrals as a % of performing collateral |  | 8.11% |
Subordination: |  |  |
As a % of performing collateral |  | 35.58% |
As a % of performing collateral - adjusted for projected future defaults |  | 31.69% |
Other-than-temporary impairment model assumptions: |  |  |
Year 1 - issuer average |  | 1.90% |
Year 2 - issuer average |  | 1.90% |
Year 3 - issuer average |  | 1.90% |
> 3 Years - issuer average | [1] |  |
Discount rate - 3 month Libor, plus implicit yield spread at purchase |  | 1.44% |
Recovery assumptions | [2] |  |
Prepayments |  | 0.00% |
Other-than-temporary impairment |  | $ 62 |
[1] | Default rates > 3 years are evaluated on a issuer by issuer basis and range from 0.25% to 5.00%.
[2] | Recovery assumptions are evaluated on a issuer by issuer basis and range from 0% to 15% with a five year lag.

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