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LOANS - Corporate Debt Held for Investment (Details) - Corporate Loans - USD ($)
$ in Thousands
9 Months Ended 12 Months Ended
Sep. 30, 2021
Dec. 31, 2020
SEC Schedule, 12-29, Real Estate Companies, Investment in Movement in Mortgage Loans on Real Estate [Roll Forward]    
Beginning balance $ 2,239,930 $ 2,152,213
Originations & advances 1,055,048 1,061,644
Sales and transfers (879,622) (353,090)
Principal payments (546,631) (576,759)
Amortization & accretion of (premium) discounts 10,158 12,206
Loan restructuring 0 (16,732)
Allowance for loan losses    
Beginning allowance (39,552) (7,363)
Current period (allowance) reversal 11,826 (14,429)
Write offs   11,893
Ending allowance (27,726) (39,552)
Carrying Value 1,890,709 2,239,930
Cumulative effect of change in accounting principle for credit losses    
Allowance for loan losses    
Beginning allowance   (29,653)
First lien loans    
SEC Schedule, 12-29, Real Estate Companies, Investment in Movement in Mortgage Loans on Real Estate [Roll Forward]    
Beginning balance 1,489,125 1,403,503
Originations & advances 988,568 834,211
Sales and transfers (795,932) (273,887)
Principal payments (388,928) (444,759)
Amortization & accretion of (premium) discounts 7,078 8,374
Loan restructuring 0 (19,550)
Allowance for loan losses    
Beginning allowance (18,767) (7,363)
Current period (allowance) reversal 2,530 (12,510)
Write offs   11,893
Ending allowance (16,237) (18,767)
Carrying Value 1,302,441 1,489,125
First lien loans | Cumulative effect of change in accounting principle for credit losses    
Allowance for loan losses    
Beginning allowance   (10,787)
Second lien loans    
SEC Schedule, 12-29, Real Estate Companies, Investment in Movement in Mortgage Loans on Real Estate [Roll Forward]    
Beginning balance 750,805 748,710
Originations & advances 66,480 227,433
Sales and transfers (83,690) (79,203)
Principal payments (157,703) (132,000)
Amortization & accretion of (premium) discounts 3,080 3,832
Loan restructuring 0 2,818
Allowance for loan losses    
Beginning allowance (20,785) 0
Current period (allowance) reversal 9,296 (1,919)
Write offs   0
Ending allowance (11,489) (20,785)
Carrying Value $ 588,268 750,805
Second lien loans | Cumulative effect of change in accounting principle for credit losses    
Allowance for loan losses    
Beginning allowance   $ (18,866)