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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, 2022
Sep. 30, 2021
Sep. 30, 2022
Sep. 30, 2021
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives $ (76,217) $ (9,151) $ (243,319) $ (13,573)
Derivative instruments not designated as hedges        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives (81,142) (9,598) (252,538) (14,368)
Derivative instruments not designated as hedges | Interest rate futures        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives (40,245) (2,767) (83,731) 1,445
Derivative instruments not designated as hedges | Interest rate swaps        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives 0 9 0 (970)
Derivative instruments not designated as hedges | Foreign currency forward contracts, underwriting and non-investment operations        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives (32,346) (11,367) (105,103) (14,768)
Derivative instruments not designated as hedges | Foreign currency forward contracts, investment operations        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives 6,576 3,825 14,747 (3,076)
Derivative instruments not designated as hedges | Foreign currency option contracts        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives 208 0 (236) 0
Derivative instruments not designated as hedges | Credit default swaps        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives 24 366 (6,450) 1,790
Derivative instruments not designated as hedges | Total return swaps        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives (6) 336 (6) 1,211
Derivative instruments not designated as hedges | Equity futures        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives (16,594) 0 (73,000) 0
Derivative instruments not designated as hedges | Warrants        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives 1,241 0 1,241 0
Derivative instruments designated as hedges | Foreign currency forward contracts, investment operations        
Derivative Instruments, Gain (Loss) [Line Items]        
Accumulated other comprehensive income (loss) $ 4,925 $ 447 $ 9,219 $ 795