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DERIVATIVE INSTRUMENTS - Schedule of Realized Gains (Losses) on Derivatives (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2019
Sep. 30, 2018
Sep. 30, 2019
Sep. 30, 2018
Derivative [Line Items]        
Unrealized Gain/(Loss) $ (621) $ (984) $ 889 $ 1,356
Realized Gain/(Loss) (8,844) 8,099 (36,845) 27,800
Net Result from Derivative Transactions (9,465) 7,115 (35,956) 29,156
Futures        
Derivative [Line Items]        
Unrealized Gain/(Loss) (618) (940) 892 (52)
Realized Gain/(Loss) (8,868) 8,099 (36,761) 28,985
Net Result from Derivative Transactions (9,486) 7,159 (35,869) 28,933
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) (3) (44) (3) 5
Realized Gain/(Loss) 24 0 (84) (337)
Net Result from Derivative Transactions $ 21 $ (44) $ (87) $ (332)