DERIVATIVE INSTRUMENTS - Schedule of Realized Gains (Losses) on Derivatives (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Derivative [Line Items]
Unrealized Gain/(Loss)	$ 705	$ (3,432)	$ 4,224
Realized Gain/(Loss)	15,221	(9,209)	(5,633)
Net Result from Derivative Transactions	15,926	(12,641)	(1,409)
Futures
Derivative [Line Items]
Unrealized Gain/(Loss)	(747)	(4,975)	3,608
Realized Gain/(Loss)	16,176	(7,655)	(3,954)
Net Result from Derivative Transactions	15,429	(12,630)	(346)
Swaps
Derivative [Line Items]
Unrealized Gain/(Loss)	1,403	1,126	956
Realized Gain/(Loss)	(848)	(1,008)	(1,264)
Net Result from Derivative Transactions	555	118	(308)
Credit Derivatives
Derivative [Line Items]
Unrealized Gain/(Loss)	49	417	(340)
Realized Gain/(Loss)	(107)	(546)	(415)
Net Result from Derivative Transactions	$ (58)	$ (129)	$ (755)