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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
Mar. 31, 2023
Mar. 31, 2022
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of gain (loss) recognized on derivatives $ 14,175 $ (66,348)
Derivative instruments not designated as hedges    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of gain (loss) recognized on derivatives 13,227 (63,321)
Derivative instruments not designated as hedges | Interest rate futures    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of gain (loss) recognized on derivatives 25,483 (28,787)
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 4,745 (21,142)
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 (3,680) (1,891)
Derivative instruments not designated as hedges | Credit default swaps    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of gain (loss) recognized on derivatives (11,954) (4,137)
Derivative instruments not designated as hedges | Equity futures    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of gain (loss) recognized on derivatives (1,367) (7,364)
Derivative instruments designated as hedges | Foreign currency forward contracts, investment operations    
Derivative Instruments, Gain (Loss) [Line Items]    
Accumulated other comprehensive income (loss) $ 948 $ (3,027)