DERIVATIVE INSTRUMENTS - Schedule of Realized Gains (Losses) on Derivatives (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2020	Dec. 31, 2019	Dec. 31, 2018
Derivative [Line Items]
Unrealized Gain/(Loss)	$ (268)	$ 1,542	$ 705
Realized Gain/(Loss)	(15,002)	(31,553)	15,221
Net Result from Derivative Transactions	(15,270)	(30,011)	15,926
Futures
Derivative [Line Items]
Unrealized Gain/(Loss)	(379)	1,653	(747)
Realized Gain/(Loss)	(15,113)	(31,469)	16,176
Net Result from Derivative Transactions	(15,492)	(29,816)	15,429
Credit Derivatives
Derivative [Line Items]
Unrealized Gain/(Loss)	111	(111)	49
Realized Gain/(Loss)	111	(84)	(107)
Net Result from Derivative Transactions	$ 222	$ (195)	(58)
Swaps
Derivative [Line Items]
Unrealized Gain/(Loss)			1,403
Realized Gain/(Loss)			(848)
Net Result from Derivative Transactions			$ 555