DERIVATIVE INSTRUMENTS - Schedule of Derivatives Outstanding (Details) - USD ($) $ in Thousands		9 Months Ended	12 Months Ended
		Sep. 30, 2019	Dec. 31, 2018
Derivative [Line Items]
Notional		$ 276,471	$ 578,971
Fair value, asset	[1]	22	0
Fair value, liability	[1]	82	975
1 Month LIBOR
Derivative [Line Items]
Notional		69,571	69,571
Fair value, asset		0	0
Fair value, liability		$ 0	$ 0
Remaining maturity		7 months 9 days	1 year 4 months 6 days
5-year Swap
Derivative [Line Items]
Notional		$ 49,200	$ 274,900
Fair value, asset		0	0
Fair value, liability		$ 20	$ 526
Remaining maturity		3 months	3 months
10-year Swap
Derivative [Line Items]
Notional		$ 149,500	$ 227,700
Fair value, asset		0	0
Fair value, liability		$ 61	$ 436
Remaining maturity		3 months	3 months
5-year U.S. Treasury Note
Derivative [Line Items]
Notional		$ 2,200	$ 6,800
Fair value, asset		0	0
Fair value, liability		$ 1	$ 13
Remaining maturity		3 months	3 months
Futures
Derivative [Line Items]
Notional		$ 200,900	$ 509,400
Fair value, asset		0	0
Fair value, liability		82	$ 975
S&P 500 Put Options
Derivative [Line Items]
Notional		6,000
Fair value, asset		22
Fair value, liability		$ 0
Remaining maturity		3 months 18 days
Credit Derivatives
Derivative [Line Items]
Notional		$ 6,000
Fair value, asset		22
Fair value, liability		$ 0

[1] Includes amounts relating to consolidated variable interest entities. See Note 10.