Derivative Instruments (Tables)

9 Months Ended

Sep. 30, 2017

Summary of Net Gain (Loss) Included in Consolidated Statements of Operations for Changes in Fair Value of Derivatives and Periodic Net Interest Settlements Under Derivatives

The following table summarizes information on the location and the gross amount of the derivatives’ fair value on the consolidated balance sheets as of September 30, 2017 and December 31, 2016:

(Dollars in thousands)		September 30, 2017					December 31, 2016
Derivatives Not Designated as Hedging Instruments under ASC  815	Balance Sheet Location	Notional Amount		Fair Value			Notional Amount		Fair Value
Interest rate swap agreements	Other liabilities	$	200,000	$	(10,702	)	$	200,000	$	(11,524	)

Summarized Information of Location and Gross Amount of Derivatives' Fair Value in Consolidated Balance Sheets

The following table summarizes the net gain (loss) 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 quarters and nine months ended September 30, 2017 and 2016:

		Quarters Ended September 30,					Nine Months Ended September 30,
(Dollars in thousands)	Consolidated Statement of Operations Line	2017			2016		2017			2016
Interest rate swap agreements	Net realized investment gains (losses)	$	(366	)	$	758	$	(2,016	)	$	(12,794	)