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Derivative Instruments - Gains and Losses for Derivative Instruments Recognized in Investment Gains (Losses) (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2022
Jun. 30, 2021
Jun. 30, 2022
Jun. 30, 2021
Derivative [Line Items]        
Net gains (losses) on derivative instruments $ 22,099 $ (11,414) $ 41,831 $ (9,078)
Exchange-traded futures        
Derivative [Line Items]        
Net gains (losses) on derivative instruments 6,441 (4,882) 13,954 (3,747)
Currency forwards        
Derivative [Line Items]        
Net gains (losses) on derivative instruments 1,738 (354) 2,282 827
Interest rate swaps        
Derivative [Line Items]        
Net gains (losses) on derivative instruments 21 (111) (52) (23)
Credit default swaps        
Derivative [Line Items]        
Net gains (losses) on derivative instruments 4,720 (1,714) 6,437 (2,236)
Total return swaps        
Derivative [Line Items]        
Net gains (losses) on derivative instruments 8,025 (2,980) 15,431 (3,887)
Option swaps        
Derivative [Line Items]        
Net gains (losses) on derivative instruments $ 1,154 $ (1,373) $ 3,779 $ (12)