XML 69 R56.htm IDEA: XBRL DOCUMENT v3.25.3
Derivative Instruments - Non-hedge Derivatives (Details) - USD ($)
$ in Thousands
 3 Months Ended 9 Months Ended
Sep. 30, 2025
Sep. 30, 2024
Sep. 30, 2025
Sep. 30, 2024
Dec. 31, 2024
Jun. 28, 2024
Derivative [Line Items]            
Loss protection fee 7.95%   7.95%      
Credit Default Swap, Buying Protection            
Derivative [Line Items]            
Notional Amount $ 86,500   $ 86,500      
Credit Default Swap | Consumer real estate – mortgage            
Derivative [Line Items]            
Notional Amount           $ 1,700,000
Not Designated as Hedging Instrument            
Derivative [Line Items]            
Notional Amount 6,169,810   6,169,810   $ 5,266,028  
Estimated Fair Value (1) [1] (501)   (501)   (731)  
Derivative, Gain (Loss) on Derivative, Net (9) $ 414 222 $ 223    
Not Designated as Hedging Instrument | Assets            
Derivative [Line Items]            
Notional Amount 3,084,905   3,084,905   2,633,014  
Estimated Fair Value (1) [1] 43,224   43,224   62,494  
Not Designated as Hedging Instrument | Liabilities            
Derivative [Line Items]            
Notional Amount 3,084,905   3,084,905   2,633,014  
Estimated Fair Value (1) [1] (43,725)   (43,725)   (63,225)  
Not Designated as Hedging Instrument | Credit Default Swap            
Derivative [Line Items]            
Notional Amount 75,914   75,914   81,993 $ 86,500
Derivative, Gain (Loss) on Derivative, Net 155 $ (137) (240) $ (137)    
Derivative Instruments Not Designated as Hedging Instruments, Liability, at Fair Value $ (55)   $ (55)   $ (185)  
[1] The variation margin payments for derivatives cleared through central clearing houses are characterized as settlements. At September 30, 2025 and December 31, 2024, there were no interest rate swap agreements designated as non-hedge derivatives cleared through clearing houses.