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DERIVATIVE INSTRUMENTS - Schedule of Derivatives Outstanding (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2021
Dec. 31, 2020
Derivative [Line Items]    
Notional $ 114,121 $ 135,171
Fair value, asset [1] 402 299
Fair value, liability 0 0
1 Month LIBOR    
Derivative [Line Items]    
Notional 84,621 69,571
Fair value, asset 60 0
Fair value, liability $ 0 $ 0
Remaining maturity 6 months 25 days 4 months 6 days
5-year Swap    
Derivative [Line Items]    
Notional $ 6,500 $ 23,800
Fair value, asset 76 108
Fair value, liability $ 0 $ 0
Remaining maturity 3 months 3 months
10-year Swap    
Derivative [Line Items]    
Notional $ 23,000 $ 41,800
Fair value, asset 266 191
Fair value, liability $ 0 $ 0
Remaining maturity 3 months 3 months
Futures    
Derivative [Line Items]    
Notional $ 29,500 $ 65,600
Fair value, asset 342 299
Fair value, liability $ 0 $ 0
[1] Includes amounts relating to consolidated variable interest entities. Refer to Note 2 and Note 10.