XML 57 R42.htm IDEA: XBRL DOCUMENT v3.7.0.1
Derivative Instruments (Tables)
12 Months Ended
Dec. 31, 2016
Summarized Information of Location and Gross Amount of Derivatives' Fair Value in Consolidated Balance Sheets

The following table summarizes information on the location and the gross amount of the derivatives’ fair value on the consolidated balance sheets as of December 31, 2016 and 2015:

 

(Dollars in thousands)

Derivatives Not Designated as Hedging

Instruments under ASC 815

  

Balance Sheet
Location

   December 31, 2016     December 31, 2015  
      Notional
Amount
     Fair
Value
    Notional
Amount
     Fair
Value
 

Interest rate swap agreements

   Other liabilities    $ 200,000      $ (11,524   $ 200,000      $ (15,256
Summary of Net Gains (Losses) Included in Consolidated Statements of Operations for Changes in Fair Value of Derivatives and Periodic Net Interest Settlements Under Derivatives

The following table summarizes the net gains (losses) included in the consolidated statements of operations for changes in the fair value of the derivatives and the periodic net interest settlements under the derivatives for the years ended December 31, 2016, 2015, and 2014:

 

(Dollars in thousands)

  

Consolidated Statements of
Operations Line

   Years Ended December 31,  
      2016     2015     2014  

Interest rate swap agreements

   Net realized investment gains (losses)    $ (1,110   $ (6,988   $ (20,836