CORPORATE DEBT - Aggregate Positions in Capital Structure of Borrowers (Details) - USD ($) $ in Thousands	Dec. 31, 2017		Dec. 31, 2016
Schedule of Held-to-maturity Securities [Line Items]
Corporate debt, total	$ 1,011,275	[1]	$ 773,274
Subordinated notes
Schedule of Held-to-maturity Securities [Line Items]
Corporate debt, total	0		4,391
First lien loans
Schedule of Held-to-maturity Securities [Line Items]
Corporate debt, total	582,724		505,956
Second lien loans
Schedule of Held-to-maturity Securities [Line Items]
Corporate debt, total	428,551		178,441
Corporate Debt Securities
Schedule of Held-to-maturity Securities [Line Items]
Corporate debt, total	$ 0		$ 84,486

[1] As a result of a change to a clearing organization’s rulebook effective January 3, 2017, beginning with the first quarter 2017 and in subsequent periods the Company is presenting the fair value of centrally cleared interest rate swaps net of variation margin pledged under such transactions. The variation margin was previously reported under cash and cash equivalents and is currently reported as a reduction to interest rate swaps, at fair value. Balances reported prior to the effective date will not be adjusted.