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BORROWINGS (Details 5)
$ in Thousands
Dec. 31, 2015
USD ($)
Long-term Debt, Fiscal Year Maturity [Abstract]  
Total $ 5,540,207
Less than 1 year 0
1 - 3 years 15,096
3 - 5 years 249,301
More than 5 years 5,275,810
CLO 2007-1 secured notes  
Long-term Debt, Fiscal Year Maturity [Abstract]  
Total 1,678,500
Less than 1 year 0
1 - 3 years 0
3 - 5 years 0
More than 5 years 1,678,500
CLO 2007-A notes  
Long-term Debt, Fiscal Year Maturity [Abstract]  
Total 15,096
Less than 1 year 0
1 - 3 years 15,096
3 - 5 years 0
More than 5 years 0
CLO 2011-1 senior debt  
Long-term Debt, Fiscal Year Maturity [Abstract]  
Total 249,301
Less than 1 year 0
1 - 3 years 0
3 - 5 years 249,301
More than 5 years 0
CLO 2012-1 secured notes  
Long-term Debt, Fiscal Year Maturity [Abstract]  
Total 385,500
Less than 1 year 0
1 - 3 years 0
3 - 5 years 0
More than 5 years 385,500
CLO 2013-1 secured notes  
Long-term Debt, Fiscal Year Maturity [Abstract]  
Total 458,500
Less than 1 year 0
1 - 3 years 0
3 - 5 years 0
More than 5 years 458,500
CLO 2013-2 secured notes  
Long-term Debt, Fiscal Year Maturity [Abstract]  
Total 339,250
Less than 1 year 0
1 - 3 years 0
3 - 5 years 0
More than 5 years 339,250
CLO 9 notes  
Long-term Debt, Fiscal Year Maturity [Abstract]  
Total 478,750
Less than 1 year 0
1 - 3 years 0
3 - 5 years 0
More than 5 years 478,750
CLO 10 notes  
Long-term Debt, Fiscal Year Maturity [Abstract]  
Total 368,000
Less than 1 year 0
1 - 3 years 0
3 - 5 years 0
More than 5 years 368,000
CLO 11 notes  
Long-term Debt, Fiscal Year Maturity [Abstract]  
Total 536,000
Less than 1 year 0
1 - 3 years 0
3 - 5 years 0
More than 5 years 536,000
CLO 13 notes  
Long-term Debt, Fiscal Year Maturity [Abstract]  
Total 374,000
Less than 1 year 0
1 - 3 years 0
3 - 5 years 0
More than 5 years 374,000
Senior notes  
Long-term Debt, Fiscal Year Maturity [Abstract]  
Total 373,793
Less than 1 year 0
1 - 3 years 0
3 - 5 years 0
More than 5 years 373,793
Junior subordinated notes  
Long-term Debt, Fiscal Year Maturity [Abstract]  
Total 283,517
Less than 1 year 0
1 - 3 years 0
3 - 5 years 0
More than 5 years $ 283,517