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Derivative Instruments - Schedule of Gains and Losses for Derivative Instruments Recognized in Investment Gains (Losses) (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2024
Jun. 30, 2023
Jun. 30, 2024
Jun. 30, 2023
Derivative [Line Items]        
Gains (losses) on derivative instruments $ (1,630) $ (861) $ (6,580) $ (11,355)
Exchange-traded futures        
Derivative [Line Items]        
Gains (losses) on derivative instruments (871) 2,032 (2,450) (2,600)
Currency forwards        
Derivative [Line Items]        
Gains (losses) on derivative instruments (9) 68 355 (37)
Interest rate swaps        
Derivative [Line Items]        
Gains (losses) on derivative instruments 282 114 425 51
Credit default swaps        
Derivative [Line Items]        
Gains (losses) on derivative instruments (91) (2,013) (920) (4,241)
Total return swaps        
Derivative [Line Items]        
Gains (losses) on derivative instruments (682) (1,645) (3,938) (3,701)
Option swaps        
Derivative [Line Items]        
Gains (losses) on derivative instruments $ (259) $ 583 $ (52) $ (827)