XML 74 R59.htm IDEA: XBRL DOCUMENT v3.8.0.1
Fair Value Measurements - Additional information about assets and liabilities measured at fair value on a recurring basis (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2018
Mar. 31, 2017
Level 3 assets    
Balance, beginning of period $ 246,544 $ 251,596
Realized gains (losses) 493 (5,513)
Movement in unrealized gains (losses) 5,632 6,496
Purchases and issuances 30,667 16,675
Sales (13,016) (10,284)
Settlements (11,633) (5,986)
Net transfers into (out of) Level 3 6,851 (552)
Balance, end of period 265,538 252,432
Movement in total gains (losses) above relating to instruments still held at the reporting date 5,658 5,768
Derivative contracts - net    
Balance, beginning of period 22 2
Realized gains (losses) 0 0
Movement in unrealized gains (losses) 312 161
Purchases and issuances 0 0
Sales 0 0
Settlements 0 0
Net transfers into (ouf ot) Level 3 0 0
Balance, end of period 334 163
Movement in total gains (losses) above relating to instruments still held at the reporting date 312 163
U.S. Government and Government Agencies    
Level 3 assets    
Balance, beginning of period 18,290 24,751
Realized gains (losses) (354) (19)
Movement in unrealized gains (losses) 114 (355)
Purchases and issuances 0 0
Sales (13,016) 0
Settlements 0 (311)
Net transfers into (out of) Level 3 0 (4,758)
Balance, end of period 5,034 19,308
Movement in total gains (losses) above relating to instruments still held at the reporting date (36) (373)
Corporate    
Level 3 assets    
Balance, beginning of period 1,292 20,085
Realized gains (losses) 0 0
Movement in unrealized gains (losses) 43 11
Purchases and issuances 0 0
Sales 0 (10,284)
Settlements (101) (31)
Net transfers into (out of) Level 3 894 118
Balance, end of period 2,128 9,899
Movement in total gains (losses) above relating to instruments still held at the reporting date 44 11
Residential mortgage-backed securities    
Level 3 assets    
Balance, beginning of period 0 0
Realized gains (losses) 0 17
Movement in unrealized gains (losses) 0 (526)
Purchases and issuances 980 0
Sales 0 0
Settlements 0 (173)
Net transfers into (out of) Level 3 5,957 4,063
Balance, end of period 6,937 3,381
Movement in total gains (losses) above relating to instruments still held at the reporting date 0 (509)
Commercial mortgage-backed securities    
Level 3 assets    
Balance, beginning of period   99
Realized gains (losses)   0
Movement in unrealized gains (losses)   2
Purchases and issuances   0
Sales   0
Settlements   0
Net transfers into (out of) Level 3   0
Balance, end of period   101
Movement in total gains (losses) above relating to instruments still held at the reporting date   2
Other asset-backed securities    
Level 3 assets    
Balance, beginning of period 5,232 1,131
Realized gains (losses) 0 30
Movement in unrealized gains (losses) (28) 101
Purchases and issuances 15,407 0
Sales 0 0
Settlements (874) (46)
Net transfers into (out of) Level 3 0 2,734
Balance, end of period 19,737 3,950
Movement in total gains (losses) above relating to instruments still held at the reporting date 0 131
Short-term investments    
Level 3 assets    
Balance, beginning of period   0
Realized gains (losses)   0
Movement in unrealized gains (losses)   0
Purchases and issuances   11,693
Sales   0
Settlements   (28)
Net transfers into (out of) Level 3   0
Balance, end of period   11,665
Movement in total gains (losses) above relating to instruments still held at the reporting date   0
Other investments    
Level 3 assets    
Balance, beginning of period 221,708 205,528
Realized gains (losses) 847 (5,541)
Movement in unrealized gains (losses) 5,191 7,102
Purchases and issuances 14,280 4,982
Sales 0 0
Settlements (10,658) (5,397)
Net transfers into (out of) Level 3 0 (2,709)
Balance, end of period 231,368 203,965
Movement in total gains (losses) above relating to instruments still held at the reporting date $ 5,338 $ 6,343