FAIR VALUE OF FINANCIAL INSTRUMENTS (Details 2) - USD ($) $ in Thousands	Mar. 31, 2016	Dec. 31, 2015
Assets:
Corporate debt securities	$ 336,764	$ 417,519
Total securities	336,764	417,519
Corporate loans	4,783,419	5,188,610
Equity investments, at estimated fair value	244,462	262,946
Interests in joint ventures and partnerships, at estimated fair value	748,329	888,408
Derivatives:
Total derivative assets	26,246	40,852
Liabilities:
Collateralized loan obligation secured notes	5,178,657	5,540,207
Derivatives:
Total derivative liabilities	59,645	43,892
Recurring basis | Estimated Fair Value
Assets:
Total securities	336,764	417,519
Corporate loans	4,783,419	5,188,610
Equity investments, at estimated fair value	244,462	262,946
Interests in joint ventures and partnerships, at estimated fair value	748,329	888,408
Derivatives:
Total derivative assets	26,246	40,852
Total	6,139,220	6,798,335
Liabilities:
Collateralized loan obligation secured notes	4,548,688	4,843,746
Derivatives:
Total derivative liabilities	59,645	43,892
Total	4,608,333	4,887,638
Recurring basis | Estimated Fair Value | Corporate Debt Securities
Assets:
Corporate debt securities	289,050	367,898
Recurring basis | Estimated Fair Value | Residential Mortgage- Backed Securities
Assets:
Residential mortgage-backed securities	47,714	49,621
Recurring basis | Estimated Fair Value | Interest rate swaps
Derivatives:
Derivative liabilities	53,229	41,743
Recurring basis | Estimated Fair Value | Foreign exchange forward contracts
Derivatives:
Derivative assets	25,748	40,757
Derivatives:
Derivative liabilities	6,416	2,149
Recurring basis | Estimated Fair Value | Options
Derivatives:
Derivative assets	498	95
Recurring basis | Quoted Prices in Active Markets for Identical Assets (Level 1)
Assets:
Total securities	0	0
Corporate loans	0	0
Equity investments, at estimated fair value	44,133	40,765
Interests in joint ventures and partnerships, at estimated fair value	0	0
Derivatives:
Total derivative assets	0	0
Total	44,133	40,765
Liabilities:
Collateralized loan obligation secured notes	0	0
Derivatives:
Total derivative liabilities	0	0
Total	0	0
Recurring basis | Quoted Prices in Active Markets for Identical Assets (Level 1) | Corporate Debt Securities
Assets:
Corporate debt securities	0	0
Recurring basis | Quoted Prices in Active Markets for Identical Assets (Level 1) | Residential Mortgage- Backed Securities
Assets:
Residential mortgage-backed securities	0	0
Recurring basis | Quoted Prices in Active Markets for Identical Assets (Level 1) | Interest rate swaps
Derivatives:
Derivative liabilities	0	0
Recurring basis | Quoted Prices in Active Markets for Identical Assets (Level 1) | Foreign exchange forward contracts
Derivatives:
Derivative assets	0	0
Derivatives:
Derivative liabilities	0	0
Recurring basis | Quoted Prices in Active Markets for Identical Assets (Level 1) | Options
Derivatives:
Derivative assets	0	0
Recurring basis | Significant Other Observable Inputs (Level 2)
Assets:
Total securities	138,982	172,912
Corporate loans	4,486,437	4,889,876
Equity investments, at estimated fair value	61,766	75,533
Interests in joint ventures and partnerships, at estimated fair value	0	0
Derivatives:
Total derivative assets	23,272	37,120
Total	4,710,457	5,175,441
Liabilities:
Collateralized loan obligation secured notes	4,548,688	4,843,746
Derivatives:
Total derivative liabilities	59,010	43,142
Total	4,607,698	4,886,888
Recurring basis | Significant Other Observable Inputs (Level 2) | Corporate Debt Securities
Assets:
Corporate debt securities	138,982	172,912
Recurring basis | Significant Other Observable Inputs (Level 2) | Residential Mortgage- Backed Securities
Assets:
Residential mortgage-backed securities	0	0
Recurring basis | Significant Other Observable Inputs (Level 2) | Interest rate swaps
Derivatives:
Derivative liabilities	53,229	41,743
Recurring basis | Significant Other Observable Inputs (Level 2) | Foreign exchange forward contracts
Derivatives:
Derivative assets	23,272	37,120
Derivatives:
Derivative liabilities	5,781	1,399
Recurring basis | Significant Other Observable Inputs (Level 2) | Options
Derivatives:
Derivative assets	0	0
Recurring basis | Significant Unobservable Inputs (Level 3)
Assets:
Total securities	197,782	244,607
Corporate loans	296,982	298,734
Equity investments, at estimated fair value	138,563	146,648
Interests in joint ventures and partnerships, at estimated fair value	748,329	888,408
Derivatives:
Total derivative assets	2,974	3,732
Total	1,384,630	1,582,129
Liabilities:
Collateralized loan obligation secured notes	0	0
Derivatives:
Total derivative liabilities	635	750
Total	635	750
Recurring basis | Significant Unobservable Inputs (Level 3) | Corporate Debt Securities
Assets:
Corporate debt securities	150,068	194,986
Recurring basis | Significant Unobservable Inputs (Level 3) | Residential Mortgage- Backed Securities
Assets:
Residential mortgage-backed securities	47,714	49,621
Recurring basis | Significant Unobservable Inputs (Level 3) | Interest rate swaps
Derivatives:
Derivative liabilities	0	0
Recurring basis | Significant Unobservable Inputs (Level 3) | Foreign exchange forward contracts
Derivatives:
Derivative assets	2,476	3,637
Derivatives:
Derivative liabilities	635	750
Recurring basis | Significant Unobservable Inputs (Level 3) | Options
Derivatives:
Derivative assets	$ 498	$ 95