Derivative Instruments (Tables)

3 Months Ended

Mar. 31, 2022

Derivative Instruments And Hedging Activities Disclosure [Abstract]

Summarized Information on Location and Gross Amount of Derivatives on Consolidated Balance Sheets

The following table summarizes information on the location and the gross amount of the derivatives on the consolidated balance sheets as of March 31, 2022 and December 31, 2021:

(Dollars in thousands)		March 31, 2022					December 31, 2021
Derivatives Not Designated as Hedging Instruments under ASC 815	Balance Sheet Location	Notional Amount		Fair Value			Notional Amount		Fair Value
Interest rate swap agreements	Other assets/liabilities	$	213,022	$	(2,307	)	$	213,022	$	(8,395	)
Total (1)		$	213,022	$	(2,307	)	$	213,022	$	(8,395	)

(1) The derivatives are held by GBLI Holdings, LLC and are guaranteed by Global Indemnity Group, LLC

Summary of Net Gain (Loss) Included in Consolidated Statements of Operations for Changes in Fair Value of Derivatives and Periodic Net Interest Settlements Under Derivatives

The following table summarizes the net gains (losses) included in the consolidated statements of operations for changes in the fair value of the derivatives and the periodic net interest settlements under the derivatives for the quarters ended March 31, 2022 and 2021:

		Quarters Ended March 31,
(Dollars in thousands)	Consolidated Statements of Operations Line	2022		2021
Interest rate swap agreements	Net realized investment gains (losses)	$	4,724	$	929
Futures contracts on bonds	Net realized investment gains (losses)		—		(319	)
Total		$	4,724	$	610