XML 95 R80.htm IDEA: XBRL DOCUMENT v3.10.0.1
Fair Value Disclosures (Fair Value, Investments, Entities That Calculate Net Asset Value Per Share) (Details) - USD ($)
$ in Thousands
Dec. 31, 2018
Aug. 06, 2018
Dec. 31, 2017
Other Investment Vehicles [Member]      
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]      
Other investments, at fair value $ 4,050   $ 1,143
EuroDekania [Member]      
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]      
Other investments, at fair value [1]     1,143
EuroDekania [Member] | Other Investment Vehicles [Member]      
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]      
Other investments, at fair value [2] 1,533   $ 1,143
U.S. Insurance Fund [Member] | Other Investment Vehicles [Member]      
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]      
Other investments, at fair value [3] 1,925    
SPAC Fund [Member]      
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]      
Other investments, at fair value   $ 600  
SPAC Fund [Member] | Other Investment Vehicles [Member]      
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]      
Other investments, at fair value [4] $ 592    
[1] As a practical expedient, the Company uses NAV or its equivalent to measure the fair value of its investments in EuroDekania. EuroDekania invests in hybrid capital securities of European companies. According to ASC 820, these investments are not categorized within the fair value hierarchy
[2] EuroDekania owns investments in hybrid capital securities that have attributes of debt and equity, primarily in the form of subordinated debt issued by insurance companies, banks, and bank holding companies based primarily in Western Europe; widely syndicated leveraged loans issued by European corporations; CMBS, including subordinated interests in first mortgage real estate loans; and RMBS and ABS backed by consumer and commercial receivables. The majority of the assets are denominated in Euros.
[3] The U.S. Insurance JV invests in debt issued by small and medium sized U.S. and Bermuda based insurance and reinsurance companies.
[4] The SPAC Fund invests in equity interests of SPACs.