BORROWINGS (Details) - USD ($)	3 Months Ended	12 Months Ended
	Mar. 31, 2017	Dec. 31, 2016	Mar. 30, 2017	Nov. 01, 2016
Details of Company's borrowings
Total borrowings	$ 3,882,021,000	$ 3,626,191,000
Carrying value	2,992,893,000	3,087,941,000
Total borrowings, carrying value	3,810,845,000	3,570,710,000
Collateral amount	3,063,169,000	3,164,156,000
CLO 2012-1 secured notes
Details of Company's borrowings
Par	287,123,000	367,500,000
Carrying value	$ 295,410,000	$ 378,978,000
Weighted Average Borrowing Rate	3.34%	3.01%
Weighted Average Remaining Maturity (in days)	2816 days	2906 days
Collateral amount	$ 262,828,000	$ 333,931,000
CLO 2012-1 subordinated notes
Details of Company's borrowings
Par	18,000,000	18,000,000
Carrying value	$ 9,245,000	$ 9,613,000
Weighted Average Borrowing Rate	12.99%	15.40%
Weighted Average Remaining Maturity (in days)	2816 days	2906 days
Collateral amount	$ 16,477,000	$ 16,356,000
CLO 2012-1 subordinated notes to affiliates
Details of Company's borrowings
Par	19,663,000	19,663,000
Carrying value	$ 10,099,000	$ 10,501,000
Weighted Average Borrowing Rate	12.99%	0.00%
Weighted Average Remaining Maturity (in days)	2816 days	2906 days
Collateral amount	$ 17,999,000	$ 17,867,000
CLO 2013-1 secured notes
Details of Company's borrowings
Par	458,500,000	458,500,000
Carrying value	$ 472,370,000	$ 470,354,000
Weighted Average Borrowing Rate	2.73%	2.59%
Weighted Average Remaining Maturity (in days)	3028 days	3118 days
Collateral amount	$ 399,223,000	$ 450,836,000
Subordinated Notes to Affiliates CLO 2013-1 [Member]
Details of Company's borrowings
Par	23,063,000	23,063,000
Carrying value	$ 15,103,000	$ 14,970,000
Weighted Average Borrowing Rate	13.85%	0.00%
Weighted Average Remaining Maturity (in days)	3028 days	3118 days
Collateral amount	$ 20,081,000	$ 22,678,000
CLO 2013-2 secured notes
Details of Company's borrowings
Par	339,250,000	339,250,000
Carrying value	$ 341,193,000	$ 343,208,000
Weighted Average Borrowing Rate	3.03%	2.88%
Weighted Average Remaining Maturity (in days)	3220 days	3310 days
Collateral amount	$ 324,987,000	$ 323,644,000
CLO 2013-2 subordinated notes to affiliates
Details of Company's borrowings
Par	30,959,000	30,959,000
Carrying value	$ 19,621,000	$ 19,074,000
Weighted Average Borrowing Rate	13.06%	0.00%
Weighted Average Remaining Maturity (in days)	3220 days	3310 days
Collateral amount	$ 29,657,000	$ 29,535,000
CLO 9 secured notes
Details of Company's borrowings
Par	463,750,000	463,750,000
Carrying value	$ 470,705,000	$ 471,824,000
Weighted Average Borrowing Rate	3.03%	2.89%
Weighted Average Remaining Maturity (in days)	3485 days	3575 days
Collateral amount	$ 454,314,000	$ 437,048,000
CLO 9 subordinated notes
Details of Company's borrowings
Par	15,000,000	15,000,000
Carrying value	$ 10,003,000	$ 10,170,000
Weighted Average Borrowing Rate	14.42%	15.58%
Weighted Average Remaining Maturity (in days)	3485 days	3575 days
Collateral amount	$ 14,695,000	$ 14,136,000
CLO 9 subordinated notes to affiliates
Details of Company's borrowings
Par	33,400,000	33,400,000
Carrying value	$ 22,274,000	$ 22,646,000
Weighted Average Borrowing Rate	14.42%	6.11%
Weighted Average Remaining Maturity (in days)	3485 days	3575 days
Collateral amount	$ 32,720,000	$ 31,477,000
CLO 10 secured notes
Details of Company's borrowings
Par	368,000,000	368,000,000
Carrying value	$ 372,462,000	$ 377,369,000
Weighted Average Borrowing Rate	3.33%	3.18%
Weighted Average Remaining Maturity (in days)	3181 days	3271 days
Collateral amount	$ 355,284,000	$ 356,393,000
CLO 10 subordinated notes to affiliates
Details of Company's borrowings
Par	39,146,000	39,146,000
Carrying value	$ 25,123,000	$ 22,416,000
Weighted Average Borrowing Rate	10.24%	7.53%
Weighted Average Remaining Maturity (in days)	3181 days	3271 days
Collateral amount	$ 37,794,000	$ 37,912,000
CLO 15 secured notes
Details of Company's borrowings
Par	370,500,000	370,500,000
Carrying value	$ 370,466,000	$ 370,632,000
Weighted Average Borrowing Rate	3.08%	3.06%
Weighted Average Remaining Maturity (in days)	4219 days	4309 days
Collateral amount	$ 383,509,000	$ 376,971,000
CLO 15 subordinated notes
Details of Company's borrowings
Par	12,100,000	12,100,000
Carrying value	$ 11,029,000	$ 11,430,000
Weighted Average Borrowing Rate	0.00%	0.00%
Weighted Average Remaining Maturity (in days)	4219 days	4309 days
Collateral amount	$ 12,525,000	$ 12,311,000
CLO 16 secured notes
Details of Company's borrowings
Par	644,300,000	644,300,000
Carrying value	$ 635,858,000	$ 640,386,000
Weighted Average Borrowing Rate	3.16%	3.16%
Weighted Average Remaining Maturity (in days)	4313 days	4403 days
Collateral amount	$ 696,213,000	$ 596,916,000
CLO 16 subordinated notes
Details of Company's borrowings
Par	4,500,000	4,500,000
Carrying value	$ 4,152,000	$ 3,977,000
Weighted Average Borrowing Rate	0.00%	0.00%
Weighted Average Remaining Maturity (in days)	4313 days	4403 days
Collateral amount	$ 4,863,000	$ 4,169,000
Total collateralized loan obligation secured debt
Details of Company's borrowings
Par	3,127,254,000	3,207,631,000
Carrying value	3,085,113,000	3,177,548,000
Collateral amount	3,063,169,000	3,062,180,000
7.500% Senior notes
Details of Company's borrowings
Par	115,000,000	115,043,000
Carrying value	$ 122,908,000	$ 123,008,000
Weighted Average Borrowing Rate	7.50%	7.50%
Weighted Average Remaining Maturity (in days)	9120 days	9210 days
Debt instrument, stated interest rate	7.50%	7.50%
Junior subordinated notes
Details of Company's borrowings
Par	$ 264,767,000	$ 283,517,000
Carrying value	$ 234,979,000	$ 250,154,000
Weighted Average Borrowing Rate	3.50%	3.34%
Weighted Average Remaining Maturity (in days)	7126 days	7218 days
5.50% Senior notes
Details of Company's borrowings
Par	$ 375,000,000		$ 375,000,000.0
Carrying value	$ 367,845,000
Weighted Average Borrowing Rate	5.50%
Weighted Average Remaining Maturity (in days)	5478 days
Debt instrument, stated interest rate	5.50%	5.50%	5.50%
CLO Warehouse Facility
Details of Company's borrowings
Par		$ 20,000,000
Carrying value		$ 20,000,000
Weighted Average Borrowing Rate		2.25%
Weighted Average Remaining Maturity (in days)		305 days
Collateral amount		$ 101,976,000
Maximum borrowing capacity		$ 200,000,000.0
CLO 17 Warehouse Facility
Details of Company's borrowings
Maximum borrowing capacity				$ 200,000,000.0