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Fair Value of Financial Instruments - Rollforward of Instruments Measured on Recurring Basis (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2020
Mar. 31, 2019
Financial Assets    
Beginning balance $ 295,178 $ 248,489
Transfers into Level 3 105,059 25,008
Transfers out of Level 3 (12,969) 0
Total gains or losses    
Net investment gains (losses) included in net income related to financial assets (24) 0
Net unrealized investment gains (losses) included in OCI (32,869) 2,741
Purchases 8,765 0
Issuances 0 0
Sales 0 0
Settlements 0 0
Paydowns, maturities and distributions (5,945) (10,205)
Ending balance 357,195 266,033
Financial Liabilities    
Beginning balance 93,733 78,700
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Total gains or losses    
Net realized (gains) losses included in net income related to financial liabilities (5,042) 4,334
Net unrealized investment gains (losses) included in OCI 0 0
Purchases 0 0
Issuances 1,354 3,018
Sales 0 0
Settlements 0 0
Paydowns, maturities and distributions (2,539) (1,423)
Ending balance 87,506 84,629
Total Fixed Maturity Securities    
Financial Assets    
Beginning balance 295,071 248,484
Transfers into Level 3 105,059 25,008
Transfers out of Level 3 (12,969) 0
Total gains or losses    
Net investment gains (losses) included in net income related to financial assets 0 0
Net unrealized investment gains (losses) included in OCI (32,869) 2,741
Purchases 8,765 0
Issuances 0 0
Sales 0 0
Settlements 0 0
Paydowns, maturities and distributions (5,945) (10,205)
Ending balance 357,112 266,028
Municipal bonds    
Financial Assets    
Beginning balance 44,291 47,531
Transfers into Level 3 63,751 0
Transfers out of Level 3 0 0
Total gains or losses    
Net investment gains (losses) included in net income related to financial assets 0 0
Net unrealized investment gains (losses) included in OCI (3,026) 344
Purchases 0 0
Issuances 0 0
Sales 0 0
Settlements 0 0
Paydowns, maturities and distributions (124) (119)
Ending balance 104,892 47,756
Corporate bonds    
Financial Assets    
Beginning balance 103,952 80,742
Transfers into Level 3 18,833 3,074
Transfers out of Level 3 (10,022) 0
Total gains or losses    
Net investment gains (losses) included in net income related to financial assets 0 0
Net unrealized investment gains (losses) included in OCI (5,481) 2,549
Purchases 6,875 0
Issuances 0 0
Sales 0 0
Settlements 0 0
Paydowns, maturities and distributions (2,464) (3,883)
Ending balance 111,693 82,482
Mortgage-Backed Securities    
Financial Assets    
Beginning balance 146,828 120,211
Transfers into Level 3 22,475 21,934
Transfers out of Level 3 (2,947) 0
Total gains or losses    
Net investment gains (losses) included in net income related to financial assets 0 0
Net unrealized investment gains (losses) included in OCI (24,362) (152)
Purchases 1,890 0
Issuances 0 0
Sales 0 0
Settlements 0 0
Paydowns, maturities and distributions (3,357) (6,203)
Ending balance 140,527 135,790
Equity securities    
Financial Assets    
Beginning balance 107 5
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Total gains or losses    
Net investment gains (losses) included in net income related to financial assets (24) 0
Net unrealized investment gains (losses) included in OCI 0 0
Purchases 0 0
Issuances 0 0
Sales 0 0
Settlements 0 0
Paydowns, maturities and distributions 0 0
Ending balance $ 83 $ 5