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DERIVATIVES AND HEDGING - Summary of Freestanding Derivative Instruments on Income (Details) - Not Designated as Hedging Instrument - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2019
Jun. 30, 2018
Jun. 30, 2019
Jun. 30, 2018
Investment income        
Derivative Instruments, Gain (Loss) [Line Items]        
Gains and losses from freestanding derivative instruments $ (6,506) $ 10,056 $ (4,777) $ (2,317)
General and administrative expense        
Derivative Instruments, Gain (Loss) [Line Items]        
Gains and losses from freestanding derivative instruments $ (2,548) $ 1,769 $ 13 $ (1,303)