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LOANS - Summary of Commercial Real Estate Investments Held for Investment (Details) - USD ($)
$ in Thousands
Mar. 31, 2020
Dec. 31, 2019
Dec. 31, 2018
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]      
Outstanding Principal $ 77,593,064 $ 113,123,301  
Commercial Mortgage      
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]      
Outstanding Principal 1,660,063 1,627,109  
Loans $ 1,563,134 $ 1,606,091 $ 1,296,803
Percentage of Loan Portfolio 100.00% 100.00%  
Carrying value, unamortized origination fees $ 8,200 $ 8,300  
Commercial Mortgage | Office      
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]      
Loans $ 673,947 $ 681,129  
Percentage of Loan Portfolio 43.10% 42.40%  
Commercial Mortgage | Retail      
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]      
Loans $ 348,045 $ 389,076  
Percentage of Loan Portfolio 22.30% 24.20%  
Commercial Mortgage | Multifamily      
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]      
Loans $ 283,698 $ 262,302  
Percentage of Loan Portfolio 18.10% 16.30%  
Commercial Mortgage | Hotel      
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]      
Loans $ 125,870 $ 135,681  
Percentage of Loan Portfolio 8.10% 8.40%  
Commercial Mortgage | Industrial      
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]      
Loans $ 79,882 $ 82,441  
Percentage of Loan Portfolio 5.10% 5.10%  
Commercial Mortgage | Other      
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]      
Loans $ 32,534 $ 36,589  
Percentage of Loan Portfolio 2.10% 2.30%  
Commercial Mortgage | Healthcare      
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]      
Loans $ 19,158 $ 18,873  
Percentage of Loan Portfolio 1.20% 1.30%  
Commercial Mortgage | Senior mortgages      
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]      
Outstanding Principal $ 532,125 $ 503,499  
Loans $ 519,387 $ 499,690 981,202
Percentage of Loan Portfolio 32.10% 30.90%  
Commercial Mortgage | Senior Securitized Mortgages      
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]      
Outstanding Principal $ 940,245 $ 940,546  
Loans $ 913,291 $ 936,378 0
Percentage of Loan Portfolio 56.60% 57.80%  
Commercial Mortgage | Mezzanine loans      
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]      
Outstanding Principal $ 187,693 $ 183,064  
Loans $ 130,456 $ 170,023 $ 315,601
Percentage of Loan Portfolio 11.30% 11.30%