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BORROWINGS (Details 5)
$ in Thousands
Dec. 31, 2016
USD ($)
Long-term Debt, Fiscal Year Maturity [Abstract]  
Total $ 3,626,191
Less than 1 year 20,000
1 - 3 years 0
3 - 5 years 0
More than 5 years 3,606,191
CLO 2012-1 secured notes  
Long-term Debt, Fiscal Year Maturity [Abstract]  
Total 405,163
Less than 1 year 0
1 - 3 years 0
3 - 5 years 0
More than 5 years 405,163
CLO 2013-1 secured notes  
Long-term Debt, Fiscal Year Maturity [Abstract]  
Total 481,563
Less than 1 year 0
1 - 3 years 0
3 - 5 years 0
More than 5 years 481,563
CLO 2013-2 secured notes  
Long-term Debt, Fiscal Year Maturity [Abstract]  
Total 370,209
Less than 1 year 0
1 - 3 years 0
3 - 5 years 0
More than 5 years 370,209
CLO 9 notes  
Long-term Debt, Fiscal Year Maturity [Abstract]  
Total 512,149
Less than 1 year 0
1 - 3 years 0
3 - 5 years 0
More than 5 years 512,149
CLO 10 notes  
Long-term Debt, Fiscal Year Maturity [Abstract]  
Total 407,147
Less than 1 year 0
1 - 3 years 0
3 - 5 years 0
More than 5 years 407,147
CLO 15 notes  
Long-term Debt, Fiscal Year Maturity [Abstract]  
Total 382,600
Less than 1 year 0
1 - 3 years 0
3 - 5 years 0
More than 5 years 382,600
CLO 16 notes  
Long-term Debt, Fiscal Year Maturity [Abstract]  
Total 648,800
Less than 1 year 0
1 - 3 years 0
3 - 5 years 0
More than 5 years 648,800
CLO warehouse facility  
Long-term Debt, Fiscal Year Maturity [Abstract]  
Total 20,000
Less than 1 year 20,000
1 - 3 years 0
3 - 5 years 0
More than 5 years 0
Senior notes  
Long-term Debt, Fiscal Year Maturity [Abstract]  
Total 115,043
Less than 1 year 0
1 - 3 years 0
3 - 5 years 0
More than 5 years 115,043
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