DEBT OBLIGATIONS, NET - Schedule of Company's Debt Obligations (Details)					12 Months Ended
		Jan. 04, 2018	Mar. 21, 2017 Extension	Feb. 22, 2017 USD ($)	Dec. 31, 2018 USD ($) Extension	Dec. 31, 2017 USD ($) Extension	Dec. 27, 2018 USD ($)	Dec. 21, 2017 USD ($)	Oct. 17, 2017 USD ($)
Assets Sold under Agreements to Repurchase [Line Items]
Debt Obligations Outstanding					$ 663,686,000	$ 473,410,000
Debt obligations	[1]				4,452,574,000	4,379,826,000
Carrying Amount of Collateral					0	0
Committed Loan Repurchase Facility
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing					1,750,000,000	1,650,000,000	$ 100,000,000
Debt Obligations Outstanding					497,531,000	398,653,000
Committed but Unfunded					1,252,469,000	1,251,347,000
Carrying Amount of Collateral					744,310,000	667,102,000
Fair Value of Collateral					745,103,000	668,664,000
Length of additional extension maturity periods		1 year
Committed Loan Repurchase Facility | 10/1/2020
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing					600,000,000	600,000,000
Debt Obligations Outstanding					180,597,000	120,493,000
Committed but Unfunded					419,403,000	479,507,000
Carrying Amount of Collateral					262,642,000	160,031,000
Fair Value of Collateral					$ 261,602,000	$ 159,568,000
Number of extension maturity periods | Extension					2	2
Length of extension options					12 months	12 months
Length of additional extension maturity periods			12 months
Committed Loan Repurchase Facility | 10/1/2020 | Minimum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate					4.41%	3.23%
Committed Loan Repurchase Facility | 10/1/2020 | Maximum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate					4.96%	3.98%
Committed Loan Repurchase Facility | 5/24/2019
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing					$ 350,000,000
Debt Obligations Outstanding					63,679,000
Committed but Unfunded					286,321,000
Carrying Amount of Collateral					87,385,000
Fair Value of Collateral					$ 88,762,000
Committed Loan Repurchase Facility | 5/24/2019 | Minimum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate					4.68%
Committed Loan Repurchase Facility | 5/24/2019 | Maximum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate					4.98%
Committed Loan Repurchase Facility | 5/24/2018
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing						$ 450,000,000
Debt Obligations Outstanding						183,111,000
Committed but Unfunded						266,889,000
Carrying Amount of Collateral						333,647,000
Fair Value of Collateral						$ 335,076,000
Committed Loan Repurchase Facility | 5/24/2018 | Minimum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate						3.63%
Committed Loan Repurchase Facility | 5/24/2018 | Maximum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate						4.48%
Committed Loan Repurchase Facility | 4/7/2019
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing					$ 300,000,000
Debt Obligations Outstanding					120,631,000
Committed but Unfunded					179,369,000
Carrying Amount of Collateral					204,747,000
Fair Value of Collateral					$ 205,219,000
Number of extension maturity periods | Extension					1
Length of extension options					364 days
Additional length of period of extension options					364 days
Number of additional extension maturity periods | Extension					1
Committed Loan Repurchase Facility | 4/7/2019 | Minimum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate					4.46%
Committed Loan Repurchase Facility | 4/7/2019 | Maximum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate					4.96%
Committed Loan Repurchase Facility | 4/10/2018
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing				$ 300,000,000.0		$ 300,000,000
Debt Obligations Outstanding						63,007,000
Committed but Unfunded						236,993,000
Carrying Amount of Collateral						125,379,000
Fair Value of Collateral						$ 125,975,000
Number of extension maturity periods | Extension						2
Length of extension options				1 year		364 days
Additional length of period of extension options						364 days
Length of additional extension maturity periods			364 days
Number of additional extension maturity periods | Extension			1			1
Committed Loan Repurchase Facility | 4/10/2018 | Minimum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate						3.73%
Committed Loan Repurchase Facility | 4/10/2018 | Maximum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate						4.73%
Committed Loan Repurchase Facility | 5/6/2021
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing					$ 300,000,000
Debt Obligations Outstanding					79,886,000
Committed but Unfunded					220,114,000
Carrying Amount of Collateral					117,382,000
Fair Value of Collateral					$ 117,366,000
Number of extension maturity periods | Extension					1
Length of extension options					12 months
Length of additional extension maturity periods					6 months
Number of additional extension maturity periods | Extension					2
Committed Loan Repurchase Facility | 5/6/2021 | Minimum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate					4.44%
Committed Loan Repurchase Facility | 5/6/2021 | Maximum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate					4.94%
Committed Loan Repurchase Facility | 7/20/2021
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing					$ 100,000,000
Debt Obligations Outstanding					52,738,000
Committed but Unfunded					47,262,000
Carrying Amount of Collateral					72,154,000
Fair Value of Collateral					$ 72,154,000
Number of extension maturity periods | Extension					1
Length of extension options					12 months
Committed Loan Repurchase Facility | 7/20/2021 | Minimum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate					4.58%
Committed Loan Repurchase Facility | 7/20/2021 | Maximum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate					4.96%
Committed Loan Repurchase Facility | 12/26/2019
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing					$ 100,000,000
Committed but Unfunded					100,000,000
Committed Loan Repurchase Facility | 2/29/2020
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing						$ 200,000,000
Debt Obligations Outstanding						32,042,000
Committed but Unfunded						167,958,000
Carrying Amount of Collateral						48,045,000
Fair Value of Collateral						$ 48,045,000
Number of extension maturity periods | Extension						1
Length of extension options						12 months
Length of additional extension maturity periods						6 months
Number of additional extension maturity periods | Extension						2
Committed Loan Repurchase Facility | 2/29/2020 | Minimum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate						4.25%
Committed Loan Repurchase Facility | 2/29/2020 | Maximum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate						4.50%
Committed Loan Repurchase Facility | 6/28/2019
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing						$ 100,000,000
Debt Obligations Outstanding						0
Committed but Unfunded						100,000,000
Carrying Amount of Collateral						0
Fair Value of Collateral						0
Committed Securities Repurchase Facility
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing					400,000,000
Committed Securities Repurchase Facility | 9/30/2019
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing					400,000,000	400,000,000
Debt Obligations Outstanding					0	0
Committed but Unfunded					400,000,000	400,000,000
Carrying Amount of Collateral					0	0
Fair Value of Collateral					0	0
Uncommitted Securities Repurchase Facility | Various Date
Assets Sold under Agreements to Repurchase [Line Items]
Debt Obligations Outstanding					166,154,000	74,757,000
Carrying Amount of Collateral					187,803,000	86,322,000
Fair Value of Collateral					187,803,000	86,322,000
Purchase, not reflected in consolidated financial statement					3,000,000	$ 26,700,000
Securities phased in secondary market					$ 6,000,000
Uncommitted Securities Repurchase Facility | Various Date | Minimum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate					2.99%	1.65%
Uncommitted Securities Repurchase Facility | Various Date | Maximum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate					4.55%	3.31%
Total Repurchase Facilities
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing					$ 2,150,000,000	$ 2,050,000,000
Debt Obligations Outstanding					663,685,000	473,410,000
Committed but Unfunded					1,652,469,000	1,651,347,000
Carrying Amount of Collateral					932,113,000	753,424,000
Fair Value of Collateral					$ 932,906,000	$ 754,986,000
Revolving Credit Facility | 5/24/2019
Assets Sold under Agreements to Repurchase [Line Items]
Number of extension maturity periods | Extension						2
Length of extension options					12 months
Revolving Credit Facility | 5/24/2018
Assets Sold under Agreements to Repurchase [Line Items]
Number of extension maturity periods | Extension						3
Length of extension options						12 months
Revolving Credit Facility | 2/11/2019
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing					$ 266,430,000
Debt Obligations Outstanding					0
Committed but Unfunded					$ 266,430,000
Length of extension options					12 months
Number of additional extension maturity periods | Extension					4
Revolving Credit Facility | 2/11/2018
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing						$ 241,430,000
Debt Obligations Outstanding						0
Committed but Unfunded						$ 241,430,000
Number of extension maturity periods | Extension						3
Length of extension options						12 months
Mortgage Loan Financing | Various Date
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing					$ 743,902,000	$ 692,696,000
Debt Obligations Outstanding					743,902,000	692,696,000
Committed but Unfunded					0	0
Carrying Amount of Collateral					939,362,000	911,034,000
Fair Value of Collateral					$ 1,108,968,000	$ 1,066,708,000
Mortgage Loan Financing | Various Date | Minimum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate					4.25%	4.25%
Mortgage Loan Financing | Various Date | Maximum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate					7.00%	6.75%
CLO Debt | Various Date
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing					$ 601,543,000	$ 688,479,000
Debt Obligations Outstanding					601,543,000	688,479,000
Committed but Unfunded					0	0
Carrying Amount of Collateral					710,502,000	880,385,000		$ 431,500,000	$ 456,900,000
Fair Value of Collateral					710,737,000	881,576,000
Unamortized debt issuance costs					$ 2,600,000	$ 6,000,000
CLO Debt | Various Date | Minimum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate					3.34%	2.36%
CLO Debt | Various Date | Maximum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate					6.06%	5.08%
Participation Financing - Mortgage Loan Receivable
Assets Sold under Agreements to Repurchase [Line Items]
Debt Obligations Outstanding					$ 2,500,000	$ 3,100,000
Participation Financing - Mortgage Loan Receivable | 6/6/2019
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing					2,453,000
Debt Obligations Outstanding					2,453,000
Committed but Unfunded					$ 0
Stated interest rate on debt instrument (as a percent)					17.00%
Carrying Amount of Collateral					$ 2,453,000
Fair Value of Collateral					2,453,000
Participation Financing - Mortgage Loan Receivable | 6/6/2018
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing						3,107,000
Debt Obligations Outstanding						3,107,000
Committed but Unfunded						$ 0
Stated interest rate on debt instrument (as a percent)						17.00%
Carrying Amount of Collateral						$ 3,107,000
Fair Value of Collateral						3,107,000
Borrowings from the FHLB | Various Date
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing					1,933,522,000	2,000,000,000
Debt Obligations Outstanding					1,286,000,000	1,370,000,000
Committed but Unfunded					647,522,000	630,000,000
Carrying Amount of Collateral					1,652,952,000	1,777,597,000
Fair Value of Collateral					1,655,150,000	1,783,210,000
Purchase, not reflected in consolidated financial statement					$ 9,700,000	$ 10,100,000
Borrowings from the FHLB | Various Date | Minimum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate					1.18%	0.87%
Borrowings from the FHLB | Various Date | Maximum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate					3.01%	2.74%
Senior Unsecured Notes
Assets Sold under Agreements to Repurchase [Line Items]
Unamortized debt issuance costs					$ 11,210,000
Senior Unsecured Notes | Various Date
Assets Sold under Agreements to Repurchase [Line Items]
Debt issued					1,166,201,000	$ 1,166,201,000
Senior Unsecured Notes					1,154,991,000	1,152,134,000
Committed but Unfunded					0	0
Unamortized debt issuance costs					$ 11,200,000	$ 14,100,000
Senior Unsecured Notes | Various Date | Minimum
Assets Sold under Agreements to Repurchase [Line Items]
Stated interest rate on debt instrument (as a percent)					5.25%	5.25%
Senior Unsecured Notes | Various Date | Maximum
Assets Sold under Agreements to Repurchase [Line Items]
Stated interest rate on debt instrument (as a percent)					5.875%	5.875%
Total Debt Obligations
Assets Sold under Agreements to Repurchase [Line Items]
Debt issued					$ 6,864,051,000	$ 6,841,913,000
Debt obligations					4,452,574,000	4,379,826,000
Committed but Unfunded					2,566,421,000	2,522,777,000
Carrying Amount of Collateral					4,237,382,000	4,325,547,000
Fair Value of Collateral					$ 4,410,214,000	$ 4,489,587,000

[1] Includes amounts relating to consolidated variable interest entities. See Note 3.