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LOANS - Corporate Debt Held for Investment (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2020
Dec. 31, 2019
Financing Receivable, Allowance for Credit Losses [Roll Forward]    
Principal payments $ (134,622)  
Sales (1,294,348)  
Corporate Loans    
Financing Receivable, Allowance for Credit Losses [Roll Forward]    
Beginning balance 2,144,850 $ 1,887,182
Originations & advances 387,082 888,036
Principal payments (54,465) (368,927)
Amortization & accretion of (premium) discounts 2,320 8,896
Loan restructuring (16,732)  
Sales (271,007) (262,974)
Net (increase) decrease in allowance   (7,363)
Beginning allowance (7,363)  
Current period allowance (24,026)  
Write offs 11,894  
Ending allowance (49,148) (7,363)
Ending balance 2,150,263 2,144,850
Corporate Loans | First lien loans    
Financing Receivable, Allowance for Credit Losses [Roll Forward]    
Beginning balance 1,396,140 1,346,356
Originations & advances 387,082 542,463
Principal payments (28,567) (228,302)
Amortization & accretion of (premium) discounts 1,430 5,960
Loan restructuring (19,550)  
Sales (223,625) (262,974)
Net (increase) decrease in allowance   (7,363)
Beginning allowance (7,363)  
Current period allowance (17,130)  
Write offs 11,894  
Ending allowance (23,386) (7,363)
Ending balance 1,496,887 1,396,140
Corporate Loans | Second lien loans    
Financing Receivable, Allowance for Credit Losses [Roll Forward]    
Beginning balance 748,710 540,826
Originations & advances 0 345,573
Principal payments (25,898) (140,625)
Amortization & accretion of (premium) discounts 890 2,936
Loan restructuring 2,818  
Sales (47,382) 0
Net (increase) decrease in allowance   0
Beginning allowance 0  
Current period allowance (6,896)  
Write offs 0  
Ending allowance (25,762) 0
Ending balance 653,376 748,710
Impact of adopting CECL | Corporate Loans    
Financing Receivable, Allowance for Credit Losses [Roll Forward]    
Beginning allowance (29,653)  
Ending allowance   (29,653)
Impact of adopting CECL | Corporate Loans | First lien loans    
Financing Receivable, Allowance for Credit Losses [Roll Forward]    
Beginning allowance (10,787)  
Ending allowance   (10,787)
Impact of adopting CECL | Corporate Loans | Second lien loans    
Financing Receivable, Allowance for Credit Losses [Roll Forward]    
Beginning allowance (18,866)  
Ending allowance   (18,866)
CECL provision, adjusted balance | Corporate Loans    
Financing Receivable, Allowance for Credit Losses [Roll Forward]    
Beginning balance 2,152,213  
Ending balance   2,152,213
CECL provision, adjusted balance | Corporate Loans | First lien loans    
Financing Receivable, Allowance for Credit Losses [Roll Forward]    
Beginning balance 1,403,503  
Ending balance   1,403,503
CECL provision, adjusted balance | Corporate Loans | Second lien loans    
Financing Receivable, Allowance for Credit Losses [Roll Forward]    
Beginning balance $ 748,710  
Ending balance   $ 748,710