XML 20 R51.htm IDEA: XBRL DOCUMENT v3.19.3
Fair Value of Financial Instruments - Rollforward of Instruments Measured on Recurring Basis (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2019
Sep. 30, 2018
Sep. 30, 2019
Sep. 30, 2018
Financial Assets        
Beginning balance $ 254,713 $ 271,651 $ 248,489 $ 230,257
Transfers into Level 3 39,921 17,030 67,801 90,661
Transfers out of Level 3 (3,271) (970) (8,147) (16,479)
Total gains or losses        
Net investment gains (losses) included in net income related to financial assets 46 0 46 (243)
Net unrealized investment gains (losses) included in OCI 2,983 (6,527) 9,955 (6,637)
Purchases 0 0 1,566 0
Issuances 0 0 0 0
Sales 0 (187) (607) (190)
Settlements 0 0 0 0
Paydowns, maturities and distributions (3,193) (19,513) (27,904) (35,885)
Ending balance 291,199 261,484 291,199 261,484
Financial Liabilities        
Beginning balance 85,961 77,788 78,700 80,733
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Total gains or losses        
Net realized (gains) losses included in net income related to financial liabilities 3,661 2,205 8,366 (1,308)
Net unrealized investment gains (losses) included in OCI 0 0 0 0
Purchases 0 0 0 0
Issuances 2,033 3,940 7,482 7,379
Sales 0 0 0 0
Settlements 0 0 0 0
Paydowns, maturities and distributions (2,557) (1,668) (5,450) (4,539)
Ending balance 89,098 82,265 89,098 82,265
Total Fixed Maturity Securities        
Financial Assets        
Beginning balance 254,644 271,645 248,484 230,251
Transfers into Level 3 39,920 17,030 67,736 90,661
Transfers out of Level 3 (3,271) (970) (8,147) (16,479)
Total gains or losses        
Net investment gains (losses) included in net income related to financial assets 0 0 0 (246)
Net unrealized investment gains (losses) included in OCI 2,983 (6,527) 9,955 (6,637)
Purchases 0 0 1,566 0
Issuances 0 0 0 0
Sales 0 (187) (607) (187)
Settlements 0 0 0 0
Paydowns, maturities and distributions (3,193) (19,513) (27,904) (35,885)
Ending balance 291,083 261,478 291,083 261,478
Municipal bonds        
Financial Assets        
Beginning balance 46,984 49,921 47,531 49,328
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Total gains or losses        
Net investment gains (losses) included in net income related to financial assets 0 0 0 0
Net unrealized investment gains (losses) included in OCI 842 (471) 649 369
Purchases 0 0 0 0
Issuances 0 0 0 0
Sales 0 0 0 0
Settlements 0 0 0 0
Paydowns, maturities and distributions (121) (121) (475) (368)
Ending balance 47,705 49,329 47,705 49,329
Corporate bonds        
Financial Assets        
Beginning balance 79,222 92,663 80,742 72,979
Transfers into Level 3 18,916 0 24,798 40,487
Transfers out of Level 3 (2,822) 0 (7,698) (11,279)
Total gains or losses        
Net investment gains (losses) included in net income related to financial assets 0 0 0 (246)
Net unrealized investment gains (losses) included in OCI 1,744 128 6,254 (1,459)
Purchases 0 0 1,566 0
Issuances 0 0 0 0
Sales 0 0 0 0
Settlements 0 0 0 0
Paydowns, maturities and distributions (387) (3,926) (8,989) (11,617)
Ending balance 96,673 88,865 96,673 88,865
Mortgage-Backed Securities        
Financial Assets        
Beginning balance 128,438 129,061 120,211 107,944
Transfers into Level 3 21,004 17,030 42,938 50,174
Transfers out of Level 3 (449) (970) (449) (5,200)
Total gains or losses        
Net investment gains (losses) included in net income related to financial assets 0 0 0 0
Net unrealized investment gains (losses) included in OCI 397 (6,184) 3,052 (5,547)
Purchases 0 0 0 0
Issuances 0 0 0 0
Sales 0 (187) (607) (187)
Settlements 0 0 0 0
Paydowns, maturities and distributions (2,685) (15,466) (18,440) (23,900)
Ending balance 146,705 123,284 146,705 123,284
Equity securities        
Financial Assets        
Beginning balance 69 6 5 6
Transfers into Level 3 1 0 65 0
Transfers out of Level 3 0 0 0 0
Total gains or losses        
Net investment gains (losses) included in net income related to financial assets 46 0 46 3
Net unrealized investment gains (losses) included in OCI 0 0 0 0
Purchases 0 0 0 0
Issuances 0 0 0 0
Sales 0 0 0 (3)
Settlements 0 0 0 0
Paydowns, maturities and distributions 0 0 0 0
Ending balance $ 116 $ 6 $ 116 $ 6