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Derivative Instruments - Gains and Losses for Derivative Instruments Recognized in Investment Gains (Losses) (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2022
Mar. 31, 2021
Derivative [Line Items]    
Net gains on derivative instruments $ 19,732 $ 2,336
Exchange-traded futures    
Derivative [Line Items]    
Net gains on derivative instruments 7,513 1,135
Currency forwards    
Derivative [Line Items]    
Net gains on derivative instruments 544 1,181
Interest rate swaps    
Derivative [Line Items]    
Net gains on derivative instruments (73) 88
Credit default swaps    
Derivative [Line Items]    
Net gains on derivative instruments 1,717 (522)
Total return swaps    
Derivative [Line Items]    
Net gains on derivative instruments 7,406 (907)
Option swaps    
Derivative [Line Items]    
Net gains on derivative instruments $ 2,625 $ 1,361