XML 106 R95.htm IDEA: XBRL DOCUMENT v3.24.1.1.u2
Financial Derivatives (Schedule of Credit Derivatives) (Details) - USD ($)
$ in Thousands
Mar. 31, 2024
Dec. 31, 2023
Credit Derivatives [Line Items]    
Financial derivatives–assets, at fair value $ 150,343 $ 143,996
Derivative Liability (40,425) (61,776)
Derivative Assets (Liabilities), at Fair Value, Net 109,918 82,220
Credit default swaps on asset-backed indices    
Credit Derivatives [Line Items]    
Financial derivatives–assets, at fair value 1,948 3,318
Derivative Liability (32) (32)
Credit default swaps on asset-backed indices | Financial Derivatives - Assets | Long    
Credit Derivatives [Line Items]    
Notional value 226 230
Financial derivatives–assets, at fair value $ 12 $ 12
Credit default swaps on asset-backed indices | Financial Derivatives - Assets | Long | Weighted Average    
Credit Derivatives [Line Items]    
Remaining Years to Maturity 13 years 9 months 13 years 11 months 26 days
Credit default swaps on asset-backed indices | Financial Derivatives - Assets | Short    
Credit Derivatives [Line Items]    
Notional value $ 42,003 $ 42,101
Financial derivatives–assets, at fair value $ 1,936 $ 3,306
Credit default swaps on asset-backed indices | Financial Derivatives - Assets | Short | Weighted Average    
Credit Derivatives [Line Items]    
Remaining Years to Maturity 34 years 10 months 17 days 35 years 1 month 9 days
Credit default swaps on asset-backed indices | Financial Derivatives - Liabilities | Long    
Credit Derivatives [Line Items]    
Notional value $ 60 $ 60
Derivative Liability $ (32) $ (32)
Credit default swaps on asset-backed indices | Financial Derivatives - Liabilities | Long | Weighted Average    
Credit Derivatives [Line Items]    
Remaining Years to Maturity 24 years 11 months 19 days 25 years 2 months 19 days
Credit default swaps on corporate bond indices    
Credit Derivatives [Line Items]    
Financial derivatives–assets, at fair value $ 11,830 $ 7,259
Derivative Liability (22,037) (15,894)
Credit default swaps on corporate bond indices | Financial Derivatives - Assets | Long    
Credit Derivatives [Line Items]    
Notional value 284,000 149,000
Financial derivatives–assets, at fair value $ 11,830 $ 7,259
Credit default swaps on corporate bond indices | Financial Derivatives - Assets | Long | Weighted Average    
Credit Derivatives [Line Items]    
Remaining Years to Maturity 4 years 5 months 15 days 4 years 5 months 19 days
Credit default swaps on corporate bond indices | Financial Derivatives - Assets | Short    
Credit Derivatives [Line Items]    
Remaining Years to Maturity 0 days 0 days
Credit default swaps on corporate bond indices | Financial Derivatives - Liabilities | Short    
Credit Derivatives [Line Items]    
Notional value $ 674,269 $ 537,299
Remaining Years to Maturity 4 years 10 months 24 days 4 years 10 months 2 days
Derivative Liability $ (22,037) $ (15,894)
Credit default swaps on asset-backed securities    
Credit Derivatives [Line Items]    
Financial derivatives–assets, at fair value 8 8
Credit default swaps on asset-backed securities | Financial Derivatives - Assets | Short    
Credit Derivatives [Line Items]    
Notional value 45 45
Financial derivatives–assets, at fair value $ 8 $ 8
Credit default swaps on asset-backed securities | Financial Derivatives - Assets | Short | Weighted Average    
Credit Derivatives [Line Items]    
Remaining Years to Maturity 11 years 5 months 26 days 11 years 8 months 26 days
Credit default swaps on corporate bonds    
Credit Derivatives [Line Items]    
Financial derivatives–assets, at fair value $ 107 $ 25
Derivative Liability (246) (225)
Credit default swaps on corporate bonds | Financial Derivatives - Assets | Long    
Credit Derivatives [Line Items]    
Notional value 2,000 2,000
Financial derivatives–assets, at fair value $ 107 $ 25
Credit default swaps on corporate bonds | Financial Derivatives - Assets | Long | Weighted Average    
Credit Derivatives [Line Items]    
Remaining Years to Maturity 1 year 8 months 19 days 1 year 11 months 19 days
Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Short    
Credit Derivatives [Line Items]    
Notional value $ 13,000 $ 13,000
Derivative Liability $ (246) $ (225)
Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Short | Weighted Average    
Credit Derivatives [Line Items]    
Remaining Years to Maturity 3 years 2 months 19 days 3 years 5 months 19 days
Credit default swaps    
Credit Derivatives [Line Items]    
Notional value $ 443,031 $ 441,155
Derivative Assets (Liabilities), at Fair Value, Net $ (8,422) $ (5,541)
Credit default swaps | Weighted Average    
Credit Derivatives [Line Items]    
Remaining Years to Maturity 7 years 11 months 23 days 7 years 9 months 21 days
Credit Default Swap, Selling Protection [Member]    
Credit Derivatives [Line Items]    
Fair Value $ 11,917 $ 7,264
Notional value $ 286,286 $ 151,290