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DERIVATIVE INSTRUMENTS - Schedule of Realized Gains (Losses) on Derivatives (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2019
Mar. 31, 2018
Derivative [Line Items]    
Unrealized Gain/(Loss) $ 2,491 $ 1,772
Realized Gain/(Loss) (13,525) 13,187
Net Result from Derivative Transactions (11,034) 14,959
Futures    
Derivative [Line Items]    
Unrealized Gain/(Loss) 2,557 320
Realized Gain/(Loss) (13,533) 14,372
Net Result from Derivative Transactions (10,976) 14,692
Swaps    
Derivative [Line Items]    
Unrealized Gain/(Loss)   1,403
Realized Gain/(Loss)   (848)
Net Result from Derivative Transactions   555
Credit Derivatives    
Derivative [Line Items]    
Unrealized Gain/(Loss) (66) 49
Realized Gain/(Loss) 8 (337)
Net Result from Derivative Transactions $ (58) $ (288)