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DERIVATIVE INSTRUMENTS - Schedule of Location and Amount of the Gain (Loss) Recognized (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2023
Sep. 30, 2022
Sep. 30, 2023
Sep. 30, 2022
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives $ (2,212) $ (76,217) $ (58,708) $ (243,319)
Derivative instruments not designated as hedges        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives (4,030) (81,142) (62,065) (252,538)
Derivative instruments not designated as hedges | Interest rate futures        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives 28,366 (40,245) 6,819 (83,731)
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 (23,686) (32,346) (14,041) (105,103)
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 (10,938) 6,576 (25,729) 14,747
Derivative instruments not designated as hedges | Foreign currency option contracts        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives 0 208 0 (236)
Derivative instruments not designated as hedges | Credit default swaps        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives 2,228 24 (27,186) (6,450)
Derivative instruments not designated as hedges | Total return swaps        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives 0 (6) 0 (6)
Derivative instruments not designated as hedges | Equity futures        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives 0 (16,594) (1,928) (73,000)
Derivative instruments not designated as hedges | Warrants        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives 0 1,241 0 1,241
Derivative instruments designated as hedges | Foreign currency forward contracts, investment operations        
Derivative Instruments, Gain (Loss) [Line Items]        
Accumulated other comprehensive income (loss) $ 1,818 $ 4,925 $ 3,357 $ 9,219