DERIVATIVE INSTRUMENTS - Schedule of Realized Gains (Losses) on Derivatives (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2019	Jun. 30, 2018	Jun. 30, 2019	Jun. 30, 2018
Derivative [Line Items]
Unrealized Gain/(Loss)	$ (980)	$ 568	$ 1,511	$ 2,340
Realized Gain/(Loss)	(14,477)	6,513	(28,002)	19,700
Net Result from Derivative Transactions	(15,457)	7,081	(26,491)	22,040
Futures
Derivative [Line Items]
Unrealized Gain/(Loss)	(1,046)	568	1,511	888
Realized Gain/(Loss)	(14,361)	6,513	(27,894)	20,885
Net Result from Derivative Transactions	(15,407)	7,081	(26,383)	21,773
Swaps
Derivative [Line Items]
Unrealized Gain/(Loss)		0		1,403
Realized Gain/(Loss)		0		(848)
Net Result from Derivative Transactions		0		555
Credit Derivatives
Derivative [Line Items]
Unrealized Gain/(Loss)	66	0	0	49
Realized Gain/(Loss)	(116)	0	(108)	(337)
Net Result from Derivative Transactions	$ (50)	$ 0	$ (108)	$ (288)