XML 63 R53.htm IDEA: XBRL DOCUMENT v3.23.3
Derivative Instruments - Gains and Losses for Derivative Instruments Recognized in Investment Gains (Losses) (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2023
Sep. 30, 2022
Sep. 30, 2023
Sep. 30, 2022
Derivative [Line Items]        
Net gains (losses) on derivative instruments $ 8,936 $ 14,539 $ (2,419) $ 56,370
Exchange-traded futures        
Derivative [Line Items]        
Net gains (losses) on derivative instruments 4,622 9,388 2,022 23,342
Currency forwards        
Derivative [Line Items]        
Net gains (losses) on derivative instruments 594 1,318 557 3,600
Interest rate swaps        
Derivative [Line Items]        
Net gains (losses) on derivative instruments 93 45 144 (7)
Credit default swaps        
Derivative [Line Items]        
Net gains (losses) on derivative instruments (272) (1,079) (4,513) 5,358
Total return swaps        
Derivative [Line Items]        
Net gains (losses) on derivative instruments 2,858 2,970 (843) 18,401
Option swaps        
Derivative [Line Items]        
Net gains (losses) on derivative instruments $ 1,041 $ 1,897 $ 214 $ 5,676