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Investments (Tables) | 3 Months Ended
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Mar. 31, 2022
Investments [Abstract] |
Schedule of Fair Value of Fixed Maturity and Equity Investments Trading | The following table summarizes the fair value of fixed maturity investments trading:
|  | March 31, 2022 |  | December 31, 2021 |
| U.S. treasuries | $ | 5,792,746 |  |  | $ | 6,247,779 |  |
| Agencies | 363,256 |  |  | 361,684 |  |
| Non-U.S. government | 485,193 |  |  | 549,613 |  |
| Non-U.S. government-backed corporate | 431,008 |  |  | 474,848 |  |
| Corporate | 3,420,946 |  |  | 3,214,438 |  |
| Agency mortgage-backed | 714,176 |  |  | 721,955 |  |
| Non-agency mortgage-backed | 212,145 |  |  | 233,346 |  |
| Commercial mortgage-backed | 567,186 |  |  | 634,925 |  |
| Asset-backed | 1,042,429 |  |  | 1,068,543 |  |
| Total fixed maturity investments trading | $ | 13,029,085 |  |  | $ | 13,507,131 |  |
The following table summarizes the fair value of equity investments trading:
|  | March 31, 2022 |  | December 31, 2021 |
| Financials | $ | 125,395 |  |  | $ | 146,615 |  |
| Communications and technology | 74,567 |  |  | 82,444 |  |
| Consumer | 48,634 |  |  | 51,083 |  |
| Industrial, utilities and energy | 29,028 |  |  | 26,645 |  |
| Healthcare | 28,135 |  |  | 28,796 |  |
| Basic materials | 4,915 |  |  | 5,092 |  |
| Equity exchange traded funds | 107,814 |  |  | 114,919 |  |
| Fixed income exchange traded funds | 454,780 |  |  | 90,422 |  |
| Total | $ | 873,268 |  |  | $ | 546,016 |  |
Schedule of Contractual Maturities of Fixed Maturity Investments | Contractual maturities of fixed maturity investments trading are described in the following table. Expected maturities will differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without call or prepayment penalties.
| March 31, 2022 | Amortized Cost |  | Fair Value |  |  |  |  |  |  |  |  |
| Due in less than one year | $ | 435,206 |  |  | $ | 434,040 |  |  |  |  |  |  |  |  |  |
| Due after one through five years | 6,363,352 |  |  | 6,147,438 |  |  |  |  |  |  |  |  |  |
| Due after five through ten years | 3,870,535 |  |  | 3,650,795 |  |  |  |  |  |  |  |  |  |
| Due after ten years | 282,741 |  |  | 260,876 |  |  |  |  |  |  |  |  |  |
| Mortgage-backed | 1,535,330 |  |  | 1,493,507 |  |  |  |  |  |  |  |  |  |
| Asset-backed | 1,053,737 |  |  | 1,042,429 |  |  |  |  |  |  |  |  |  |
| Total | $ | 13,540,901 |  |  | $ | 13,029,085 |  |  |  |  |  |  |  |  |  |
Schedule of Net Investment Income | The components of net investment income are as follows:
|  | Three months ended |  |  |
|  | March 31, 2022 |  | March 31, 2021 |  |  |  |  |
| Fixed maturity investments | $ | 62,417 |  |  | $ | 62,933 |  |  |  |  |  |
| Short term investments | 1,136 |  |  | 573 |  |  |  |  |  |
| Equity investments | 2,754 |  |  | 1,491 |  |  |  |  |  |
| Other investments |  |  |  |  |  |  |  |
| Catastrophe bonds | 17,360 |  |  | 14,468 |  |  |  |  |  |
| Other | 5,552 |  |  | 3,801 |  |  |  |  |  |
| Cash and cash equivalents | (41) |  |  | 102 |  |  |  |  |  |
|  | 89,178 |  |  | 83,368 |  |  |  |  |  |
| Investment expenses | (5,487) |  |  | (3,564) |  |  |  |  |  |
| Net investment income | $ | 83,691 |  |  | $ | 79,804 |  |  |  |  |  |
Schedule of Net Realized and Unrealized Gains (Losses) | Net realized and unrealized gains (losses) on investments are as follows:
|  | Three months ended |  |  |
|  | March 31, 2022 |  | March 31, 2021 |  |  |  |  |
| Net realized gains (losses) on fixed maturity investments trading | $ | (121,152) |  |  | $ | 20,398 |  |  |  |  |  |
| Net unrealized gains (losses) on fixed maturity investments trading | (464,177) |  |  | (297,018) |  |  |  |  |  |
| Net realized and unrealized gains (losses) on fixed maturity investments trading | (585,329) |  |  | (276,620) |  |  |  |  |  |
| Net realized and unrealized gains (losses) on investments-related derivatives | (40,288) |  |  | 14,861 |  |  |  |  |  |
| Net realized gains (losses) on equity investments trading sold during the period | (20) |  |  | 109,887 |  |  |  |  |  |
| Net unrealized gains (losses) on equity investments trading still held at reporting date | (48,669) |  |  | (177,809) |  |  |  |  |  |
| Net realized and unrealized gains (losses) on equity investments trading | (48,689) |  |  | (67,922) |  |  |  |  |  |
| Net realized and unrealized gains (losses) on other investments - catastrophe bonds | (8,261) |  |  | (19,083) |  |  |  |  |  |
| Net realized and unrealized gains (losses) on other investments - other | 9,550 |  |  | 3,201 |  |  |  |  |  |
| Net realized and unrealized gains (losses) on investments | $ | (673,017) |  |  | $ | (345,563) |  |  |  |  |  |
(1)Net realized and unrealized gains (losses) on investment-related derivatives includes fixed maturity investments related derivatives (interest rate futures, interest rate swaps, credit default swaps and total return swaps), and equity investments related derivatives (equity futures). See “Note 13. Derivative Instruments” for additional information.

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