XML 69 R58.htm IDEA: XBRL DOCUMENT v3.19.1
Fair Value Measurements (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2019
Mar. 31, 2018
Dec. 31, 2018
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Significance of current credit spreads to level 3 input considerations 10.00%    
LIBOR rate 2.495%   2.503%
Derivative assets $ 815   $ 772
Derivative 815    
Investment in unconsolidated entity 1,872   1,766
Counterparty and Cash Collateral Netting 980   130
Total 11,636    
Total     10,886
Effect of Fair Value Hedges on Results of Operations [Abstract]      
Gain (Loss) Recognized in Income (230) $ 601  
Ashford Inc.      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Investment in unconsolidated entity 10,821   10,114
Effect of Fair Value Hedges on Results of Operations [Abstract]      
Unrealized gain (loss) on investment in Ashford Inc. 707 528  
Investment in Affiliate      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Non-derivative assets 10,821   10,114
Derivative Financial Instruments, Assets      
Effect of Fair Value Hedges on Results of Operations [Abstract]      
Gain (Loss) Recognized in Income (937) 73  
Non-Derivative Assets      
Effect of Fair Value Hedges on Results of Operations [Abstract]      
Gain (Loss) Recognized in Income (230) 601  
Derivative      
Effect of Fair Value Hedges on Results of Operations [Abstract]      
Gain (Loss) Recognized in Income (872) 73  
Interest rate floors:      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative assets 179   149
Counterparty and Cash Collateral Netting 96   73
Effect of Fair Value Hedges on Results of Operations [Abstract]      
Gain (Loss) Recognized in Income (3) (27)  
Interest rate floors: | Other Income (Expense)      
Effect of Fair Value Hedges on Results of Operations [Abstract]      
Gain (Loss) Recognized in Income (65) 0  
Interest rate floors: | Derivative Financial Instruments, Assets      
Effect of Fair Value Hedges on Results of Operations [Abstract]      
Gain (Loss) Recognized in Income (68) (27)  
Interest rate caps:      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative assets 4   20
Counterparty and Cash Collateral Netting 0   0
Effect of Fair Value Hedges on Results of Operations [Abstract]      
Gain (Loss) Recognized in Income (71) (5)  
Interest rate caps: | Derivative Financial Instruments, Assets      
Effect of Fair Value Hedges on Results of Operations [Abstract]      
Gain (Loss) Recognized in Income (71) (5)  
Credit Default Swap      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative assets 632    
Counterparty and Cash Collateral Netting 884    
Effect of Fair Value Hedges on Results of Operations [Abstract]      
Gain (Loss) Recognized in Income (798) 105  
Credit Default Swap | Derivative Financial Instruments, Assets      
Effect of Fair Value Hedges on Results of Operations [Abstract]      
Gain (Loss) Recognized in Income (798) 105  
Derivative cost 63 $ 63  
Future      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative assets     603
Counterparty and Cash Collateral Netting     57
Quoted Market Prices (Level 1)      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative assets     0
Derivative 0    
Total 10,821    
Total     10,114
Quoted Market Prices (Level 1) | Investment in Affiliate      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Non-derivative assets 10,821   10,114
Quoted Market Prices (Level 1) | Interest rate floors:      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative assets 0   0
Quoted Market Prices (Level 1) | Interest rate caps:      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative assets 0   0
Quoted Market Prices (Level 1) | Credit Default Swap      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative assets 0    
Quoted Market Prices (Level 1) | Future      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative assets     0
Significant Other Observable Inputs (Level 2)      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative assets     642
Derivative (165)    
Total (165)    
Total     642
Significant Other Observable Inputs (Level 2) | Investment in Affiliate      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Non-derivative assets 0   0
Significant Other Observable Inputs (Level 2) | Interest rate floors:      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative assets 83   76
Significant Other Observable Inputs (Level 2) | Interest rate caps:      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative assets 4   20
Significant Other Observable Inputs (Level 2) | Credit Default Swap      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative assets (252)    
Significant Other Observable Inputs (Level 2) | Future      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative assets     546
Significant Unobservable Inputs (Level 3)      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative assets     0
Derivative 0    
Total 0    
Total     0
Significant Unobservable Inputs (Level 3) | Investment in Affiliate      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Non-derivative assets 0   0
Significant Unobservable Inputs (Level 3) | Interest rate floors:      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative assets 0   0
Significant Unobservable Inputs (Level 3) | Interest rate caps:      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative assets 0   0
Significant Unobservable Inputs (Level 3) | Credit Default Swap      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative assets $ 0    
Significant Unobservable Inputs (Level 3) | Future      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative assets     $ 0
LIBOR | Significant Other Observable Inputs (Level 2)      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Forward interest rate 0.02001