XML 70 R59.htm IDEA: XBRL DOCUMENT v3.19.1
Note 4 - Fair Value Measurements - Significant Unobservable Inputs Used in Fair Value Measurements (Details)
$ in Thousands
Mar. 31, 2019
USD ($)
Mar. 19, 2019
USD ($)
[1]
Dec. 31, 2018
USD ($)
Investments fair value $ 13,530 $ 74,989 $ 9,913
Fair Value, Recurring [Member]      
Equity investment 3,568    
Investments fair value     490
Fair Value, Inputs, Level 3 [Member] | Fair Value, Recurring [Member]      
Equity investment 3,568  
Investments fair value    
Collateralized Loan Obligations [Member] | Valuation, Income Approach [Member] | Fair Value, Inputs, Level 3 [Member] | Fair Value, Recurring [Member]      
CLO debt security $ 66,640  
Collateralized Loan Obligations [Member] | Valuation, Income Approach [Member] | Measurement Input, Risk Free Interest Rate [Member] | Fair Value, Inputs, Level 3 [Member] | Fair Value, Recurring [Member] | Minimum [Member]      
CLO debt security, measurement input 0.1    
Collateralized Loan Obligations [Member] | Valuation, Income Approach [Member] | Measurement Input, Risk Free Interest Rate [Member] | Fair Value, Inputs, Level 3 [Member] | Fair Value, Recurring [Member] | Maximum [Member]      
CLO debt security, measurement input 0.15    
Collateralized Loan Obligations [Member] | Valuation, Income Approach [Member] | Measurement Input, Risk Free Interest Rate [Member] | Fair Value, Inputs, Level 3 [Member] | Fair Value, Recurring [Member] | Weighted Average [Member]      
CLO debt security, measurement input 0.115    
Collateralized Loan Obligations [Member] | Valuation, Income Approach [Member] | Measurement Input, Default Rate [Member] | Fair Value, Inputs, Level 3 [Member] | Fair Value, Recurring [Member] | Minimum [Member]      
CLO debt security, measurement input 0    
Collateralized Loan Obligations [Member] | Valuation, Income Approach [Member] | Measurement Input, Default Rate [Member] | Fair Value, Inputs, Level 3 [Member] | Fair Value, Recurring [Member] | Maximum [Member]      
CLO debt security, measurement input 0.02    
Collateralized Loan Obligations [Member] | Valuation, Income Approach [Member] | Measurement Input, Default Rate [Member] | Fair Value, Inputs, Level 3 [Member] | Fair Value, Recurring [Member] | Weighted Average [Member]      
CLO debt security, measurement input 0.013    
Collateralized Loan Obligations [Member] | Valuation, Income Approach [Member] | Measurement Input, Loss Severity [Member] | Fair Value, Inputs, Level 3 [Member] | Fair Value, Recurring [Member]      
CLO debt security, measurement input 0.25    
Limited Partner Investment in Private Equity Fund [Member] | Nonredeemable Funds [Member]      
Investments fair value $ 4,718   3,920
Unfunded Commitments 68   68
Investments in Private Equity Funds Managed by HCS [Member] | Nonredeemable Funds [Member]      
Investments fair value 5,045   5,503
Unfunded Commitments $ 1,945   $ 1,945
Equity Securities [Member] | Valuation, Income Approach [Member] | Measurement Input, Credit Factor [Member] | Fair Value, Inputs, Level 3 [Member] | Fair Value, Recurring [Member]      
Equity investment, measurement input 0.2    
Equity Securities [Member] | Valuation, Income Approach [Member] | Measurement Input, Discount Rate [Member] | Fair Value, Inputs, Level 3 [Member] | Fair Value, Recurring [Member]      
Equity investment, measurement input 0.18    
[1] The fair value of the Company's retained interest in CLO III, CLO IV, CLO V, CLO VI, and JMPCA as of the deconsolidation date was $13.3 million, $27.8 million, $26.5 million, $3.8 million, and $3.6 million, respectively