XML 63 R53.htm IDEA: XBRL DOCUMENT v3.23.2
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, 2023
Jun. 30, 2022
Jun. 30, 2023
Jun. 30, 2022
Derivative [Line Items]        
Net (losses) gains on derivative instruments $ (861) $ 22,099 $ (11,355) $ 41,831
Exchange-traded futures        
Derivative [Line Items]        
Net (losses) gains on derivative instruments 2,032 6,441 (2,600) 13,954
Currency forwards        
Derivative [Line Items]        
Net (losses) gains on derivative instruments 68 1,738 (37) 2,282
Interest rate swaps        
Derivative [Line Items]        
Net (losses) gains on derivative instruments 114 21 51 (52)
Credit default swaps        
Derivative [Line Items]        
Net (losses) gains on derivative instruments (2,013) 4,720 (4,241) 6,437
Total return swaps        
Derivative [Line Items]        
Net (losses) gains on derivative instruments (1,645) 8,025 (3,701) 15,431
Option swaps        
Derivative [Line Items]        
Net (losses) gains on derivative instruments $ 583 $ 1,154 $ (827) $ 3,779