DERIVATIVE INSTRUMENTS - Schedule of Derivatives Outstanding (Details) - USD ($)		12 Months Ended
		Dec. 31, 2018	Dec. 31, 2017
Derivative [Line Items]
Notional		$ 578,971,000	$ 648,300,000
Fair value, Asset	[1]	0	888,000
Fair value, Liability	[1]	975,000	2,606,000
Futures
Derivative [Line Items]
Notional		509,400,000	563,800,000
Fair value, Asset		0	836,000
Fair value, Liability		975,000	1,064,000
5-year Swap
Derivative [Line Items]
Notional		274,900,000	304,300,000
Fair value, Asset		0	656,000
Fair value, Liability		$ 526,000	$ 0
Remaining Maturity		3 months	3 months
10-year Swap
Derivative [Line Items]
Notional		$ 227,700,000	$ 248,100,000
Fair value, Asset		0	133,000
Fair value, Liability		$ 436,000	$ 153,000
Remaining Maturity		3 months	3 months
5-year U.S. Treasury Note
Derivative [Line Items]
Notional		$ 6,800,000	$ 11,400,000
Fair value, Asset		0	47,000
Fair value, Liability		$ 13,000	$ 0
Remaining Maturity		3 months	3 months
10-year U.S. Treasury Note
Derivative [Line Items]
Notional			$ 0
Fair value, Asset			0
Fair value, Liability			$ 911,000
Remaining Maturity
1 Month LIBOR
Derivative [Line Items]
Notional		$ 69,571,000
Fair value, Asset		0
Fair value, Liability		$ 0
Remaining Maturity		1 year 4 months 6 days
Interest Rate Swap
Derivative [Line Items]
Notional			$ 50,000,000
Fair value, Asset			0
Fair value, Liability			$ 1,542,000
Remaining Maturity			2 years 8 months 4 days
CDX
Derivative [Line Items]
Notional			$ 34,500,000
Fair value, Asset			52,000
Fair value, Liability			$ 0
Remaining Maturity			1 month 13 days
Credit Derivatives
Derivative [Line Items]
Notional			$ 34,500,000
Fair value, Asset			52,000
Fair value, Liability			$ 0

[1] Includes amounts relating to consolidated variable interest entities. See Note 3.