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LOANS - Corporate Debt Held for Investment (Details) - USD ($)
$ in Thousands
6 Months Ended 12 Months Ended
Jun. 30, 2020
Dec. 31, 2019
Financing Receivable, Allowance for Credit Loss [Roll Forward]    
Principal payments $ (431,867)  
Sales (1,582,198)  
Corporate Loans    
Financing Receivable, Allowance for Credit Loss [Roll Forward]    
Beginning balance 2,144,850 $ 1,887,182
Beginning balance 2,152,213  
Originations & advances 663,396 888,036
Principal payments (273,556) (368,927)
Amortization & accretion of (premium) discounts 6,772 8,896
Loan restructuring (16,732)  
Sales (295,640) (262,974)
Syndications 5,600  
Net (increase) decrease in allowance   (7,363)
Current period allowance (31,667)  
Write offs 11,894  
Ending allowance (56,789)  
Ending balance 2,185,264 2,144,850
Corporate Loans | First lien loans    
Financing Receivable, Allowance for Credit Loss [Roll Forward]    
Beginning balance 1,396,140 1,346,356
Beginning balance 1,403,503  
Originations & advances 484,393 542,463
Principal payments (247,658) (228,302)
Amortization & accretion of (premium) discounts 4,898 5,960
Loan restructuring (19,550)  
Sales (248,258) (262,974)
Syndications 5,600  
Net (increase) decrease in allowance   (7,363)
Current period allowance (19,549)  
Write offs 11,894  
Ending allowance (25,805)  
Ending balance 1,357,123 1,396,140
Corporate Loans | Second lien loans    
Financing Receivable, Allowance for Credit Loss [Roll Forward]    
Beginning balance 748,710 540,826
Beginning balance 748,710  
Originations & advances 179,003 345,573
Principal payments (25,898) (140,625)
Amortization & accretion of (premium) discounts 1,874 2,936
Loan restructuring 2,818  
Sales (47,382) 0
Syndications 0  
Net (increase) decrease in allowance   0
Current period allowance (12,118)  
Write offs 0  
Ending allowance (30,984)  
Ending balance 828,141 748,710
Impact of adopting CECL | Corporate Loans    
Financing Receivable, Allowance for Credit Loss [Roll Forward]    
Beginning allowance (29,653)  
Ending allowance   (29,653)
Impact of adopting CECL | Corporate Loans | First lien loans    
Financing Receivable, Allowance for Credit Loss [Roll Forward]    
Beginning allowance (10,787)  
Ending allowance   (10,787)
Impact of adopting CECL | Corporate Loans | Second lien loans    
Financing Receivable, Allowance for Credit Loss [Roll Forward]    
Beginning allowance (18,866)  
Ending allowance   (18,866)
CECL provision, adjusted balance | Corporate Loans    
Financing Receivable, Allowance for Credit Loss [Roll Forward]    
Beginning allowance (7,363)  
Ending allowance   (7,363)
CECL provision, adjusted balance | Corporate Loans | First lien loans    
Financing Receivable, Allowance for Credit Loss [Roll Forward]    
Beginning allowance (7,363)  
Ending allowance   (7,363)
CECL provision, adjusted balance | Corporate Loans | Second lien loans    
Financing Receivable, Allowance for Credit Loss [Roll Forward]    
Beginning allowance $ 0  
Ending allowance   $ 0