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DERIVATIVES AND HEDGING - Summary of Freestanding Derivative Instruments on Income (Details) - Not Designated as Hedging Instrument - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2020
Mar. 31, 2019
Derivative Instruments, Gain (Loss) [Line Items]    
Gains and losses from freestanding derivative instruments $ 5,673 $ 3,833
Investment income    
Derivative Instruments, Gain (Loss) [Line Items]    
Gains and losses from freestanding derivative instruments 1,356 1,729
General and administrative expense    
Derivative Instruments, Gain (Loss) [Line Items]    
Gains and losses from freestanding derivative instruments $ 4,317 $ 2,104