XML 140 R122.htm IDEA: XBRL DOCUMENT v3.24.0.1
Derivative Instruments - Schedule of Gain (Loss) Recognized in Consolidated Statements of Operations Related to Principal Derivative Instruments (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2023
Dec. 31, 2022
Dec. 31, 2021
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives $ (80,705) $ (188,539) $ (37,444)
Derivative, Gain (Loss), Statement of Income or Comprehensive Income [Extensible Enumeration] Net foreign exchange gains (losses), Net realized and unrealized gains (losses) on investments Net foreign exchange gains (losses), Net realized and unrealized gains (losses) on investments Net foreign exchange gains (losses), Net realized and unrealized gains (losses) on investments
Not Designated as Hedging Instrument      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives $ (80,910) $ (195,005) $ (32,909)
Interest rate futures | Not Designated as Hedging Instrument      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives 3,877 (86,863) (15,846)
Interest rate swaps | Not Designated as Hedging Instrument      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives 0 0 (1,184)
Foreign currency forward contracts | Not Designated as Hedging Instrument      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives (877) (51,401) (19,151)
Foreign currency forward contracts | Not Designated as Hedging Instrument      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives (11,761) 21,689 (1,521)
Foreign currency forward contracts | Designated as Hedging Instrument      
Derivative Instruments, Gain (Loss) [Line Items]      
Accumulated other comprehensive income (loss) 205 6,466 (4,535)
Credit default swaps | Not Designated as Hedging Instrument      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives (70,924) (9,084) 3,479
Total return swaps | Not Designated as Hedging Instrument      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives 0 (6) 1,314
Equity futures | Not Designated as Hedging Instrument      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives (1,928) (69,972) 0
Warrants | Not Designated as Hedging Instrument      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives 0 632 0
Commodity options | Not Designated as Hedging Instrument      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives (4,553) 0 0
Commodity futures | Not Designated as Hedging Instrument      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives $ 5,256 $ 0 $ 0