XML 91 R78.htm IDEA: XBRL DOCUMENT v3.24.1
Derivative Instruments (Gross Notional Amount and Fair Value of Derivatives Contracts) (Details) - USD ($)
$ in Thousands
Dec. 31, 2023
Dec. 31, 2022
Derivative [Line Items]    
Gross Notional $ 266,639,029 $ 196,977,180
Fair Value Assets 9,045,737 7,685,050
Fair Value Liabilities (21,248,026) (18,654,072)
Derivatives Designated as Hedge Accounting Instruments:    
Derivative [Line Items]    
Gross Notional 2,277,700 1,936,568
Fair Value Assets 121,243 233,812
Fair Value Liabilities (54,282) (10,778)
Derivatives Designated as Hedge Accounting Instruments: | Interest Rate Swaps    
Derivative [Line Items]    
Gross Notional 3,064 3,225
Fair Value Assets 0 0
Fair Value Liabilities (238) (316)
Derivatives Designated as Hedge Accounting Instruments: | Foreign Currency Swaps    
Derivative [Line Items]    
Gross Notional 2,274,636 1,933,343
Fair Value Assets 121,243 233,812
Fair Value Liabilities (54,044) (10,462)
Derivatives Not Qualifying as Hedge Accounting Instruments:    
Derivative [Line Items]    
Gross Notional 264,361,329 195,040,612
Fair Value Assets 8,924,494 7,451,238
Fair Value Liabilities (21,193,744) (18,643,294)
Derivatives Not Qualifying as Hedge Accounting Instruments: | Interest Rate Swaps    
Derivative [Line Items]    
Gross Notional 163,179,764 138,419,110
Fair Value Assets 6,605,817 6,757,890
Fair Value Liabilities (17,820,436) (17,092,749)
Derivatives Not Qualifying as Hedge Accounting Instruments: | Interest Rate Future    
Derivative [Line Items]    
Gross Notional 1,332,600 2,425,500
Fair Value Assets 3,055 3,267
Fair Value Liabilities (210) (201)
Derivatives Not Qualifying as Hedge Accounting Instruments: | Foreign Currency Forwards    
Derivative [Line Items]    
Gross Notional 744,576 364,946
Fair Value Assets 1,772 590
Fair Value Liabilities (12,232) (10,423)
Derivatives Not Qualifying as Hedge Accounting Instruments: | Credit Default Swaps    
Derivative [Line Items]    
Gross Notional 643,280 47,450
Fair Value Assets 7,727 346
Fair Value Liabilities 0 0
Derivatives Not Qualifying as Hedge Accounting Instruments: | Foreign Currency Swaps    
Derivative [Line Items]    
Gross Notional 2,237,331 2,289,170
Fair Value Assets 96,618 194,412
Fair Value Liabilities (31,294) (14,624)
Derivatives Not Qualifying as Hedge Accounting Instruments: | Equity Options    
Derivative [Line Items]    
Gross Notional 49,247,510 25,187,516
Fair Value Assets 1,600,335 239,003
Fair Value Liabilities (1,552,706) (1,112,196)
Derivatives Not Qualifying as Hedge Accounting Instruments: | interest rate forward    
Derivative [Line Items]    
Gross Notional 1,458,000 1,104,000
Fair Value Assets 741 11,265
Fair Value Liabilities (3,196) (12,359)
Derivatives Not Qualifying as Hedge Accounting Instruments: | Interest Rate Option    
Derivative [Line Items]    
Gross Notional 29,738,000 8,368,000
Fair Value Assets 189,112 123,168
Fair Value Liabilities (969,718) (225,125)
Derivatives Not Qualifying as Hedge Accounting Instruments: | Total Return Swap    
Derivative [Line Items]    
Gross Notional 15,049,993 15,958,130
Fair Value Assets 418,084 120,341
Fair Value Liabilities (803,452) (175,104)
Derivatives Not Qualifying as Hedge Accounting Instruments: | Equity Futures    
Derivative [Line Items]    
Gross Notional 418,973 876,790
Fair Value Assets 1,232 956
Fair Value Liabilities (500) (513)
Derivatives Not Qualifying as Hedge Accounting Instruments: | Synthetic Gics    
Derivative [Line Items]    
Gross Notional 311,302 0
Fair Value Assets 1 0
Fair Value Liabilities $ 0 $ 0