DEBT OBLIGATIONS, NET - Schedule of Company's Debt Obligations (Details) $ in Thousands		9 Months Ended	12 Months Ended
	May 24, 2019	Sep. 30, 2019 USD ($) Extension	Dec. 31, 2018 USD ($) Extension	Dec. 27, 2018 USD ($)	Dec. 21, 2017 USD ($)	Oct. 17, 2017 USD ($)
Assets Sold under Agreements to Repurchase [Line Items]
Debt Obligations Outstanding		$ 1,786,048	$ 663,685
Debt obligations		4,860,687
Carrying Amount of Collateral		0	0
Committed Loan Repurchase Facility
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing		1,750,000	1,750,000	$ 100,000
Debt Obligations Outstanding		760,521	497,531
Committed but Unfunded		989,479	1,252,469
Carrying Amount of Collateral		1,158,592	744,310
Fair Value of Collateral		1,161,668	745,103
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
Debt Obligations Outstanding			180,597
Committed but Unfunded			419,403
Carrying Amount of Collateral			262,642
Fair Value of Collateral			$ 261,602
Number of extension maturity periods | Extension			2
Length of extension options			12 months
Committed Loan Repurchase Facility | 2/24/2022
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing		600,000
Debt Obligations Outstanding		191,031
Committed but Unfunded		408,969
Carrying Amount of Collateral		283,517
Fair Value of Collateral		$ 283,746
Number of extension maturity periods | Extension		2
Length of extension options		12 months
Committed Loan Repurchase Facility | 5/24/2020
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing		$ 350,000
Debt Obligations Outstanding		63,996
Committed but Unfunded		286,004
Carrying Amount of Collateral		100,354
Fair Value of Collateral		$ 102,616
Number of extension maturity periods | Extension		1
Length of extension options		12 months
Committed Loan Repurchase Facility | 5/24/2019
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing			$ 350,000
Debt Obligations Outstanding			63,679
Committed but Unfunded			286,321
Carrying Amount of Collateral			87,385
Fair Value of Collateral			$ 88,762
Number of extension maturity periods | Extension			2
Length of extension options			12 months
Committed Loan Repurchase Facility | 4/10/2020
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing		$ 300,000
Debt Obligations Outstanding		211,350
Committed but Unfunded		88,650
Carrying Amount of Collateral		343,448
Fair Value of Collateral		$ 343,448
Number of extension maturity periods | Extension		1
Length of extension options		364 days
Committed Loan Repurchase Facility | 4/7/2019
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing			$ 300,000
Debt Obligations Outstanding			120,631
Committed but Unfunded			179,369
Carrying Amount of Collateral			204,747
Fair Value of Collateral			$ 205,219
Number of extension maturity periods | Extension			1
Length of extension options			364 days
Number of additional extension maturity periods | Extension			1
Additional length of period of extension options			364 days
Committed Loan Repurchase Facility | 5/6/2021
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing		$ 300,000	$ 300,000
Debt Obligations Outstanding		116,043	79,886
Committed but Unfunded		183,957	220,114
Carrying Amount of Collateral		174,001	117,382
Fair Value of Collateral		$ 174,353	$ 117,366
Number of extension maturity periods | Extension		1	1
Length of extension options		12 months	12 months
Number of additional extension maturity periods | Extension		2	2
Length of additional extension maturity periods		6 months	6 months
Committed Loan Repurchase Facility | 7/20/2021
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing		$ 100,000	$ 100,000
Debt Obligations Outstanding		87,174	52,738
Committed but Unfunded		12,826	47,262
Carrying Amount of Collateral		135,373	72,154
Fair Value of Collateral		$ 135,606	$ 72,154
Number of extension maturity periods | Extension		1	1
Length of extension options		12 months	12 months
Committed Loan Repurchase Facility | 12/26/2019
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing			$ 100,000
Debt Obligations Outstanding			0
Committed but Unfunded			100,000
Carrying Amount of Collateral			0
Fair Value of Collateral			0
Committed Loan Repurchase Facility | 3/26/2020
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing		$ 100,000
Debt Obligations Outstanding		90,927
Committed but Unfunded		$ 9,073
Interest rate		4.03%
Carrying Amount of Collateral		$ 121,899
Fair Value of Collateral		121,899
Committed Securities Repurchase Facility
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing		400,000
Committed Securities Repurchase Facility | 3/4/2021
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing		400,000
Debt Obligations Outstanding		85,457
Committed but Unfunded		314,543
Carrying Amount of Collateral		103,547
Fair Value of Collateral		103,547
Committed Securities Repurchase Facility | 9/30/2019
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing			400,000
Debt Obligations Outstanding			0
Committed but Unfunded			400,000
Carrying Amount of Collateral			0
Fair Value of Collateral			0
Uncommitted Securities Repurchase Facility | Various Date
Assets Sold under Agreements to Repurchase [Line Items]
Debt Obligations Outstanding		940,070	166,154
Carrying Amount of Collateral		1,047,663	187,803
Fair Value of Collateral		1,047,663	187,803
Restricted securities held-to-maturity		2,300	3,000
Securities phased in secondary market			6,000
Total Repurchase Facilities
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing		2,150,000	2,150,000
Debt Obligations Outstanding		1,786,048	663,685
Committed but Unfunded		1,304,022	1,652,469
Carrying Amount of Collateral		2,309,802	932,113
Fair Value of Collateral		2,312,878	932,906
Revolving Credit Facility | 2/11/2020
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing		266,430
Debt Obligations Outstanding		0
Committed but Unfunded		$ 266,430
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
Debt Obligations Outstanding			0
Committed but Unfunded			$ 266,430
Number of extension maturity periods | Extension			4
Length of extension options			12 months
Mortgage Loan Financing | Various Date
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing		$ 723,313	$ 743,902
Debt Obligations Outstanding		723,313	743,902
Committed but Unfunded		0	0
Carrying Amount of Collateral		902,656	939,362
Fair Value of Collateral		1,093,952	1,108,968
CLO Debt | Various Date
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing		117,760	601,543
Debt Obligations Outstanding		117,760	601,543
Committed but Unfunded		0	0
Carrying Amount of Collateral		274,149	710,502		$ 431,500	$ 456,900
Fair Value of Collateral		274,523	710,737
Unamortized debt issuance costs		400	2,600
Participation Financing - Mortgage Loan Receivable
Assets Sold under Agreements to Repurchase [Line Items]
Debt Obligations Outstanding		0	2,500
Participation Financing - Mortgage Loan Receivable | 6/6/2019
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing			2,453
Debt Obligations Outstanding			2,453
Committed but Unfunded			$ 0
Interest rate			17.00%
Carrying Amount of Collateral			$ 2,453
Fair Value of Collateral			2,453
Borrowings from the FHLB | Various Date
Assets Sold under Agreements to Repurchase [Line Items]
Committed Financing		1,945,795	1,933,522
Debt Obligations Outstanding		1,076,449	1,286,000
Committed but Unfunded		869,346	647,522
Carrying Amount of Collateral		1,411,022	1,652,952
Fair Value of Collateral		1,422,246	1,655,150
Restricted securities held-to-maturity		9,900	9,700
Senior Unsecured Notes
Assets Sold under Agreements to Repurchase [Line Items]
Unamortized debt issuance costs		9,084
Senior Unsecured Notes | Various Date
Assets Sold under Agreements to Repurchase [Line Items]
Debt issued		1,166,201	1,166,201
Senior Unsecured Notes		1,157,117	1,154,991
Committed but Unfunded		0	0
Unamortized debt issuance costs		9,100	11,200
Total Debt Obligations
Assets Sold under Agreements to Repurchase [Line Items]
Debt issued		6,369,499	6,864,051
Debt obligations		4,860,687	4,452,574
Committed but Unfunded		2,439,798	2,566,421
Carrying Amount of Collateral		4,897,629	4,237,382
Fair Value of Collateral		$ 5,103,599	$ 4,410,214
Minimum | Committed Loan Repurchase Facility | 10/1/2020
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate			4.21%
Minimum | Committed Loan Repurchase Facility | 2/24/2022
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		3.78%
Minimum | Committed Loan Repurchase Facility | 5/24/2020
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		4.25%
Minimum | Committed Loan Repurchase Facility | 5/24/2019
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate			4.68%
Minimum | Committed Loan Repurchase Facility | 4/10/2020
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		4.00%
Minimum | Committed Loan Repurchase Facility | 4/7/2019
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate			4.46%
Minimum | Committed Loan Repurchase Facility | 5/6/2021
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		3.81%	4.40%
Minimum | Committed Loan Repurchase Facility | 7/20/2021
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		4.02%	4.58%
Minimum | Committed Loan Repurchase Facility | 3/4/2021
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		2.38%
Minimum | Uncommitted Securities Repurchase Facility | Various Date
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		2.45%	2.99%
Minimum | Mortgage Loan Financing | Various Date
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		4.25%	4.25%
Minimum | CLO Debt | Various Date
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		3.40%	3.34%
Minimum | Borrowings from the FHLB | Various Date
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		1.47%	1.18%
Minimum | Senior Unsecured Notes | Various Date
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		5.25%	5.25%
Maximum | Committed Loan Repurchase Facility | 10/1/2020
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate			4.96%
Maximum | Committed Loan Repurchase Facility | 2/24/2022
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		4.28%
Maximum | Committed Loan Repurchase Facility | 5/24/2020
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		4.60%
Maximum | Committed Loan Repurchase Facility | 5/24/2019
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate			4.98%
Maximum | Committed Loan Repurchase Facility | 4/10/2020
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		4.53%
Maximum | Committed Loan Repurchase Facility | 4/7/2019
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate			4.96%
Maximum | Committed Loan Repurchase Facility | 5/6/2021
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		4.06%	4.94%
Maximum | Committed Loan Repurchase Facility | 7/20/2021
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		4.28%	4.96%
Maximum | Committed Loan Repurchase Facility | 3/4/2021
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		2.87%
Maximum | Uncommitted Securities Repurchase Facility | Various Date
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		3.78%	4.55%
Maximum | Mortgage Loan Financing | Various Date
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		6.75%	7.00%
Maximum | CLO Debt | Various Date
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		5.62%	6.06%
Maximum | Borrowings from the FHLB | Various Date
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		2.95%	3.01%
Maximum | Senior Unsecured Notes | Various Date
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		5.875%	5.875%