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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 6 Months Ended
Jun. 30, 2023
Jun. 30, 2022
Jun. 30, 2023
Jun. 30, 2022
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives $ (70,671) $ (100,754) $ (56,496) $ (167,102)
Derivative instruments not designated as hedges        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives (71,262) (108,075) (58,035) (171,396)
Derivative instruments not designated as hedges | Interest rate futures        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives (47,030) (14,699) (21,547) (43,486)
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 4,900 (51,834) 9,645 (72,757)
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 (11,111) 10,062 (14,791) 8,171
Derivative instruments not designated as hedges | Foreign currency option contracts        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives 0 (225) 0 (444)
Derivative instruments not designated as hedges | Credit default swaps        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives (17,460) (2,337) (29,414) (6,474)
Derivative instruments not designated as hedges | Equity futures        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives (561) (49,042) (1,928) (56,406)
Derivative instruments designated as hedges | Foreign currency forward contracts, investment operations        
Derivative Instruments, Gain (Loss) [Line Items]        
Accumulated other comprehensive income (loss) $ 591 $ 7,321 $ 1,539 $ 4,294