Fair Value (Tables)
12 Months Ended
Dec. 31, 2015
Fair Value [Abstract]  
Fair Value of Assets Measured on a Recurring Basis

The following table presents for each of the fair value hierarchy levels, our assets that are measured at fair value on a recurring basis at December 31, 2015 and December 31, 2014 (in thousands).

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

As of December 31, 2015

 

 

Quoted Prices in Active Markets for Identical Assets (Level 1)

 

Other Observable Inputs (Level 2)

 

Unobservable Inputs (Level 3)

 

Total

U.S. Treasury securities and obligations of U.S. Government

 

$

 -

 

$

76,269 

 

$

 -

 

$

76,269 

Corporate bonds

 

 

 -

 

 

121,709 

 

 

 -

 

 

121,709 

Collateralized corporate bank loans

 

 

 -

 

 

81,596 

 

 

 -

 

 

81,596 

Municipal bonds

 

 

 -

 

 

178,281 

 

 

14,087 

 

 

192,368 

Mortgage-backed

 

 

 -

 

 

59,383 

 

 

 -

 

 

59,383 

Total debt securities

 

 

 -

 

 

517,238 

 

 

14,087 

 

 

531,325 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total equity securities

 

 

47,504 

 

 

 -

 

 

 -

 

 

47,504 

Total debt and equity securities

 

$

47,504 

 

$

517,238 

 

$

14,087 

 

$

578,829 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

As of December 31, 2014

 

 

Quoted Prices in Active Markets for Identical Assets (Level 1)

 

Other Observable Inputs (Level 2)

 

Unobservable Inputs (Level 3)

 

Total

U.S. Treasury securities and obligations of U.S. Government

 

$

 -

 

$

93,305 

 

$

 -

 

$

93,305 

Corporate bonds

 

 

 -

 

 

29,442 

 

 

 -

 

 

29,442 

Collateralized corporate bank loans

 

 

 -

 

 

113,402 

 

 

247 

 

 

113,649 

Municipal bonds

 

 

 -

 

 

147,978 

 

 

14,351 

 

 

162,329 

Mortgage-backed

 

 

 -

 

 

52,060 

 

 

 -

 

 

52,060 

Total debt securities

 

 

 -

 

 

436,187 

 

 

14,598 

 

 

450,785 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total equity securities

 

 

56,444 

 

 

 -

 

 

 -

 

 

56,444 

Total debt and equity securities

 

$

56,444 

 

$

436,187 

 

$

14,598 

 

$

507,229 

 

Fair Value, Assets Measured on Recurring Basis Using Significant Unobservable Inputs (Level 3)

The following table summarizes the changes in fair value for all financial assets measured at fair value on a recurring basis using significant unobservable inputs (Level 3) during the year ended December 31, 2015 and 2014 (in thousands).

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

2015

 

2014

Beginning balance as of January 1

 

$

14,598 

 

$

17,517 

Sales

 

 

(370)

 

 

(3,490)

Settlements

 

 

-

 

 

-

Purchases

 

 

-

 

 

-

Issuances

 

 

-

 

 

-

Total realized/unrealized gains included in net income

 

 

-

 

 

-

Net (losses) gains included in other comprehensive income

 

 

(141)

 

 

571 

Transfers into Level 3

 

 

-

 

 

-

Transfers out of Level 3

 

 

-

 

 

-

Ending balance as of December 31

 

$

14,087 

 

$

14,598