XML 103 R92.htm IDEA: XBRL DOCUMENT v3.24.1.1.u2
Derivative instruments (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2024
Mar. 31, 2023
Dec. 31, 2023
Notional Amount $ 670,470   $ 638,667
Asset Derivatives Fair Value 55,810   36,812
Liabilities Derivatives Fair Value (593)   (212)
Derivative gain (loss)      
Net Realized Gain (Loss) $ 4,392 $ 3,686  
Net Realized gain (loss) - Statement of Income Realized Investment Gains (Losses) Realized Investment Gains (Losses)  
Unrealized Gain (Loss) $ 6,886 $ (8,921)  
Unrealized gain (loss) - Statement of Income Net unrealized gain (loss) on financial instruments Net unrealized gain (loss) on financial instruments  
Total change in OCI for period $ 6,245 $ (3,805)  
Designated as Hedging      
Derivative gain (loss)      
Derivatives - effective portion reclassified from AOCI to income (283) (298)  
Total income statement impact (283) (298)  
Derivatives- effective portion recorded in OCI 5,962 (4,103)  
Total change in OCI for period 6,245 (3,805)  
Interest rate swaps      
Asset Derivatives Fair Value 54,799   36,812
Derivative gain (loss)      
Net Realized Gain (Loss) 4,392 3,686  
Unrealized Gain (Loss) 6,886 (8,459)  
Interest rate swaps | Not Designated as Hedging | Interest Rate Risk      
Notional Amount 40,500   183,081
Asset Derivatives Fair Value 10,882   12,349
Interest rate swaps | Designated as Hedging | Interest Rate Risk      
Notional Amount 564,620   416,139
Asset Derivatives Fair Value 43,917   24,463
FX forwards      
Asset Derivatives Fair Value 1,011    
Liabilities Derivatives Fair Value (593)   (212)
Derivative gain (loss)      
Unrealized Gain (Loss)   $ (462)  
FX forwards | Foreign Exchange Rate Risk      
Notional Amount 65,350   39,447
Asset Derivatives Fair Value 1,011    
Liabilities Derivatives Fair Value $ (593)   $ (212)