XML 96 R86.htm IDEA: XBRL DOCUMENT v3.23.2
Financial Derivatives (Credit Default Swaps) (Details) - USD ($)
$ in Thousands
Jun. 30, 2023
Dec. 31, 2022
Derivative [Line Items]    
Financial derivatives–assets, at fair value- $ 131,472 $ 132,518
Financial derivatives–liabilities, at fair value- (30,502) (54,198)
Fair Value (100,970) (78,320)
Credit default swaps on asset-backed indices    
Derivative [Line Items]    
Financial derivatives–assets, at fair value- 4,536 3,366
Financial derivatives–liabilities, at fair value- (33) (33)
Credit default swaps on asset-backed indices | Financial Derivatives - Assets | Short    
Derivative [Line Items]    
Notional Amount (50,599) (58,004)
Financial derivatives–assets, at fair value- 4,524 3,362
Credit default swaps on asset-backed securities    
Derivative [Line Items]    
Financial derivatives–assets, at fair value- 76 76
Credit default swaps on asset-backed securities | Financial Derivatives - Assets | Short    
Derivative [Line Items]    
Notional Amount (220) (220)
Financial derivatives–assets, at fair value- 76 76
Credit default swaps    
Derivative [Line Items]    
Notional Amount (580,666) (238,773)
Fair Value 5,085 (1,720)
Credit default swaps on corporate bond indices    
Derivative [Line Items]    
Financial derivatives–assets, at fair value- 19 83
Financial derivatives–liabilities, at fair value- (9,400) (1,513)
Credit default swaps on corporate bond indices | Financial Derivatives - Assets | Short    
Derivative [Line Items]    
Notional Amount 0 (1,498)
Financial derivatives–assets, at fair value- $ 0 $ 43
Remaining Years to Maturity   11 months 19 days