XML 128 R111.htm IDEA: XBRL DOCUMENT v3.22.4
Derivative Instruments - Schedule of Location on Consolidated Balance Sheets and Fair Value of Principal Derivative Instruments (Details) - USD ($)
$ in Thousands
Dec. 31, 2022
Dec. 31, 2021
Derivative Assets    
Derivative Asset, Statement of Financial Position [Extensible Enumeration] Other assets Other assets
Gross Amounts of Recognized Assets $ 44,421 $ 17,889
Gross Amounts Offset in the Balance Sheet 0 0
Net Amounts of Assets Presented in the Balance Sheet 44,421 17,889
Collateral 0 0
Net Amount $ 44,421 $ 17,889
Derivative Liabilities    
Derivative Liability, Statement of Financial Position [Extensible Enumeration] Other liabilities Other liabilities
Gross Amounts of Recognized Liabilities $ 7,581 $ 16,954
Gross Amounts Offset in the Balance Sheet 0 0
Net Amounts of Liabilities Presented in the Balance Sheet 7,581 16,954
Collateral Pledged 309 1,599
Net Amount 7,272 15,355
Not Designated as Hedging Instrument    
Derivative Assets    
Gross Amounts of Recognized Assets 44,421 16,523
Gross Amounts Offset in the Balance Sheet 0 0
Net Amounts of Assets Presented in the Balance Sheet 44,421 16,523
Collateral 0 0
Net Amount 44,421 16,523
Derivative Liabilities    
Gross Amounts of Recognized Liabilities 6,388 12,891
Gross Amounts Offset in the Balance Sheet 0 0
Net Amounts of Liabilities Presented in the Balance Sheet 6,388 12,891
Collateral Pledged 309 1,599
Net Amount 6,079 11,292
Interest rate futures | Not Designated as Hedging Instrument    
Derivative Assets    
Gross Amounts of Recognized Assets 387 1,068
Gross Amounts Offset in the Balance Sheet 0 0
Net Amounts of Assets Presented in the Balance Sheet 387 1,068
Collateral 0 0
Net Amount 387 1,068
Derivative Liabilities    
Gross Amounts of Recognized Liabilities 1,685 1,426
Gross Amounts Offset in the Balance Sheet 0 0
Net Amounts of Liabilities Presented in the Balance Sheet 1,685 1,426
Collateral Pledged 209 1,426
Net Amount 1,476 0
Foreign currency forward contracts | Not Designated as Hedging Instrument    
Derivative Assets    
Gross Amounts of Recognized Assets 31,755 13,730
Gross Amounts Offset in the Balance Sheet 0 0
Net Amounts of Assets Presented in the Balance Sheet 31,755 13,730
Collateral 0 0
Net Amount 31,755 13,730
Derivative Liabilities    
Gross Amounts of Recognized Liabilities 1,160 7,880
Gross Amounts Offset in the Balance Sheet 0 0
Net Amounts of Liabilities Presented in the Balance Sheet 1,160 7,880
Collateral Pledged 0 0
Net Amount 1,160 7,880
Foreign currency forward contracts | Not Designated as Hedging Instrument    
Derivative Assets    
Gross Amounts of Recognized Assets 11,866 1,247
Gross Amounts Offset in the Balance Sheet 0 0
Net Amounts of Assets Presented in the Balance Sheet 11,866 1,247
Collateral 0 0
Net Amount 11,866 1,247
Derivative Liabilities    
Gross Amounts of Recognized Liabilities 2,165 3,412
Gross Amounts Offset in the Balance Sheet 0 0
Net Amounts of Liabilities Presented in the Balance Sheet 2,165 3,412
Collateral Pledged 0 0
Net Amount 2,165 3,412
Foreign currency forward contracts | Designated as Hedging Instrument    
Derivative Assets    
Gross Amounts of Recognized Assets   1,366
Gross Amounts Offset in the Balance Sheet   0
Net Amounts of Assets Presented in the Balance Sheet   1,366
Collateral   0
Net Amount   1,366
Derivative Liabilities    
Gross Amounts of Recognized Liabilities 1,193 4,063
Gross Amounts Offset in the Balance Sheet 0 0
Net Amounts of Liabilities Presented in the Balance Sheet 1,193 4,063
Collateral Pledged 0 0
Net Amount 1,193 4,063
Credit default swaps | Not Designated as Hedging Instrument    
Derivative Assets    
Gross Amounts of Recognized Assets 413 478
Gross Amounts Offset in the Balance Sheet 0 0
Net Amounts of Assets Presented in the Balance Sheet 413 478
Collateral 0 0
Net Amount 413 478
Derivative Liabilities    
Gross Amounts of Recognized Liabilities 1,055  
Gross Amounts Offset in the Balance Sheet 0  
Net Amounts of Liabilities Presented in the Balance Sheet 1,055  
Collateral Pledged 100  
Net Amount 955  
Equity futures | Not Designated as Hedging Instrument    
Derivative Liabilities    
Gross Amounts of Recognized Liabilities 323 173
Gross Amounts Offset in the Balance Sheet 0 0
Net Amounts of Liabilities Presented in the Balance Sheet 323 173
Collateral Pledged 0 173
Net Amount $ 323 $ 0