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SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES (Details) - USD ($)
$ in Thousands
Mar. 31, 2016
Dec. 31, 2015
Collateralized Debt Obligation disclosures    
Collateralized loan obligation secured notes $ 5,178,657 $ 5,540,207
Minimum percentage of voting interest required to consolidate non-VIEs 50.00%  
Collateralized Debt Obligation (CLOs) VIEs    
Collateralized Debt Obligation disclosures    
Corporate debt investment, par amount $ 4,800,000 5,500,000
Estimated fair value of corporate debt investments 4,500,000 5,100,000
Collateralized Debt Obligation (CLOs) VIEs | Nonaffiliates    
Collateralized Debt Obligation disclosures    
Collateralized loan obligation secured notes $ 4,500,000 $ 4,900,000