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VARIABLE INTEREST ENTITIES - Maximum Exposure to Loss (Details) - Investments in Unconsolidated CLO Vehicles - USD ($)
$ in Thousands
Dec. 31, 2020
Dec. 31, 2019
Variable Interest Entity [Line Items]    
Investments $ 6,460,430 $ 5,329,368
Due from (to) Affiliates, net 586,595 439,374
Maximum Exposure to Loss $ 7,047,025 $ 5,768,742