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BORROWINGS (Details 2) - USD ($)
1 Months Ended 3 Months Ended
Dec. 16, 2015
May. 07, 2015
Mar. 31, 2016
Nov. 30, 2015
Jul. 31, 2015
Jun. 30, 2015
Feb. 28, 2015
Mar. 31, 2016
Mar. 31, 2015
Dec. 31, 2015
Details of Company's borrowings                    
Collateralized loan obligation secured debt repaid               $ 361,550,000 $ 338,197,000  
Collateralized Loan Obligation Secured Notes                    
Details of Company's borrowings                    
Fair value, option, credit risk, gains (losses) on liabilities               0 0  
CLO 2005-2 Senior Secured Notes                    
Details of Company's borrowings                    
Collateralized loan obligation secured debt repaid       $ 140,200,000            
CLO 2005-1 secured notes                    
Details of Company's borrowings                    
Collateralized loan obligation secured debt repaid         $ 142,400,000          
CLO 2006-1 senior secured notes                    
Details of Company's borrowings                    
Collateralized loan obligation secured debt repaid             $ 181,800,000      
Contractual notional amount terminated             $ 84,000,000      
CLO 2007-1 secured notes                    
Details of Company's borrowings                    
Collateralized loan obligation secured debt repaid               112,200,000    
Par amount of notes issued     $ 1,431,783,000         1,431,783,000   $ 1,544,032,000
Senior Notes Legacy CLO                    
Details of Company's borrowings                    
Collateralized loan obligation secured debt repaid                 169,800,000  
CLO 2011-1 senior debt                    
Details of Company's borrowings                    
Collateralized loan obligation secured debt repaid     249,300,000           $ 1,500,000  
Par amount of notes issued                   249,301,000
Notes C L O13                    
Details of Company's borrowings                    
Par amount of notes issued $ 412,000,000                  
CLO 13 secured notes                    
Details of Company's borrowings                    
Par amount of notes issued     370,000,000         370,000,000   370,000,000
CLO 13 secured notes | Nonaffiliates                    
Details of Company's borrowings                    
Par amount of notes issued 370,000,000                  
Floating rate senior secured note 350,000,000                  
Fixed rate senior secured note $ 20,000,000                  
Fixed rate (as a percent) 3.83%                  
CLO 13 secured notes | Nonaffiliates | LIBOR                    
Details of Company's borrowings                    
Percentage of margin added to reference rate to determine interest rate on debt (in percentage) 2.19%                  
CLO 2007-1 Class D and E secured notes                    
Details of Company's borrowings                    
Par amount of notes issued           $ 35,000,000        
Proceeds from senior notes           35,100,000        
CLO 2005-2 Class E Secured Notes                    
Details of Company's borrowings                    
Par amount of notes issued         15,000,000 15,000,000        
Proceeds from senior notes         $ 15,100,000 $ 15,100,000        
CLO 2013-2 secured notes                    
Details of Company's borrowings                    
Par amount of notes issued     339,250,000         339,250,000   339,250,000
CLO 13 secured notes                    
Details of Company's borrowings                    
Par amount of notes issued     4,000,000         4,000,000   4,000,000
CLO 13 secured notes | Nonaffiliates                    
Details of Company's borrowings                    
Par amount of notes issued $ 4,000,000                  
CLO 11 Notes                    
Details of Company's borrowings                    
Par amount of notes issued   $ 564,500,000                
CLO 11 secured notes                    
Details of Company's borrowings                    
Par amount of notes issued     507,750,000         507,750,000   507,750,000
CLO 11 secured notes | Nonaffiliates                    
Details of Company's borrowings                    
Par amount of notes issued   $ 507,800,000                
CLO 11 secured notes | Nonaffiliates | LIBOR                    
Details of Company's borrowings                    
Percentage of margin added to reference rate to determine interest rate on debt (in percentage)   2.06%                
CLO 11 subordinated notes                    
Details of Company's borrowings                    
Par amount of notes issued     $ 28,250,000         $ 28,250,000   $ 28,250,000
CLO 11 subordinated notes | Nonaffiliates                    
Details of Company's borrowings                    
Par amount of notes issued   $ 28,300,000.0