XML 74 R63.htm IDEA: XBRL DOCUMENT v3.21.2
Derivative Instruments (Gain (Loss) Recognized in the Consolidated Statements of Operations Related to its Derivative Instruments) (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2021
Sep. 30, 2020
Sep. 30, 2021
Sep. 30, 2020
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives $ (9,151) $ 1,841 $ (13,573) $ 66,909
Not Designated as Hedging Instrument        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives (9,598) 3,798 (14,368) 66,716
Not Designated as Hedging Instrument | Net realized and unrealized (losses) gains on investments | Interest rate futures        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives (2,767) 4,985 1,445 95,548
Not Designated as Hedging Instrument | Net realized and unrealized (losses) gains on investments | Interest rate swaps        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives 9 243 (970) 2,852
Not Designated as Hedging Instrument | Net realized and unrealized (losses) gains on investments | Credit default swaps        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives 366 (87) 1,790 (3,010)
Not Designated as Hedging Instrument | Net realized and unrealized (losses) gains on investments | Total return swaps        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives 336 1,227 1,211 (5,759)
Not Designated as Hedging Instrument | Net realized and unrealized (losses) gains on investments | Equity futures        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives 0 (4,335) 0 (30,045)
Not Designated as Hedging Instrument | Net foreign exchange (losses) gains | Foreign currency forward contracts, underwriting and non-investment operations        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives (11,367) 2,495 (14,768) 9,073
Not Designated as Hedging Instrument | Net foreign exchange (losses) gains | Foreign currency forward contracts, investment operations        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives 3,825 (730) (3,076) (1,943)
Designated as Hedging Instrument        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives 447 (1,957) 795 193
Designated as Hedging Instrument | Foreign currency forward contracts, investment operations        
Derivative Instruments, Gain (Loss) [Line Items]        
Accumulated other comprehensive loss $ 447 $ (1,957) $ 795 $ 193