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Derivatives - Fair Value of Derivative Contracts (Detail) - USD ($) $ in Thousands | Mar. 31, 2023 | Dec. 31, 2022
--- | --- | ---
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items] |  |
Assets | $ 7,045 | $ 3,762
Liabilities | 7,568 | 7,633
Notional Amounts | 108,956,198 | 7,150,798
FX swaps |  |
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items] |  |
Assets | 6,453 | 3,134
Liabilities | 5,662 | 5,796
Notional Amounts | 742,441 | 586,020
Interest rate swaps |  |
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items] |  |
Assets | 28 | 25
Liabilities | 0 | 0
Notional Amounts | 103,231,849 | 2,114,412
Futures |  |
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items] |  |
Assets | 0 | 0
Liabilities | 929 | 1,268
Notional Amounts | 4,733,162 | 4,253,088
Forwards |  |
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items] |  |
Assets | 564 | 603
Liabilities | 977 | 569
Notional Amounts | $ 248,746 | $ 197,278

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- Definition Fair value as of the balance sheet date of derivative instrument not designated as hedging instrument and classified as a liability. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -Subparagraph (c)(2) -URI https://asc.fasb.org/extlink&oid=125515794&loc=SL5624163-113959 + Details
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