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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 9 Months Ended
Sep. 30, 2020
Sep. 30, 2019
Sep. 30, 2020
Sep. 30, 2019
Derivative Instruments, Gain (Loss) [Line Items]        
Gains and losses from freestanding derivative instruments $ (9,791) $ 21,480 $ (10,832) $ 16,716
Investment income        
Derivative Instruments, Gain (Loss) [Line Items]        
Gains and losses from freestanding derivative instruments (6,503) 16,206 (4,906) 11,429
General and administrative expense        
Derivative Instruments, Gain (Loss) [Line Items]        
Gains and losses from freestanding derivative instruments $ (3,288) $ 5,274 $ (5,926) $ 5,287