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BORROWINGS (Details 2) - USD ($)
1 Months Ended 3 Months Ended 12 Months Ended
Mar. 30, 2017
Dec. 15, 2016
Sep. 14, 2016
Jun. 07, 2016
Oct. 31, 2016
Sep. 30, 2016
Aug. 31, 2016
Apr. 30, 2016
Mar. 31, 2016
Mar. 31, 2017
Mar. 31, 2016
Dec. 31, 2016
May 31, 2016
Details of Company's borrowings                          
Collateralized loan obligation secured debt repaid                   $ 80,378,000 $ 361,550,000    
Assets                   6,006,936,000   $ 5,851,057,000  
Liabilities                   4,059,911,000   3,982,872,000  
Reduction of debt                   (3,810,845,000)   (3,570,710,000)  
Collateralized Loan Obligation Secured Notes                          
Details of Company's borrowings                          
Fair value, option, credit risk, gains (losses) on liabilities                   0 0    
CLO 2007-1 secured notes                          
Details of Company's borrowings                          
Collateralized loan obligation secured debt repaid             $ 945,600,000       $ 112,200,000    
Contractual notional amount terminated             142,300,000            
CLO 2007-1 subordinated notes                          
Details of Company's borrowings                          
Collateralized loan obligation secured debt repaid         $ 134,500,000                
CLO 2012-1 secured notes                          
Details of Company's borrowings                          
Collateralized loan obligation secured debt repaid                   80,400,000      
Par amount of notes issued                   287,123,000   367,500,000  
2016-1 Notes                          
Details of Company's borrowings                          
Collateralized loan obligation secured debt repaid                       348,400,000  
Par amount of notes issued       $ 426,400,000.0                  
CLO 2016-1 subordinated notes                          
Details of Company's borrowings                          
Collateralized loan obligation secured debt repaid                       8,200,000  
CLO 2016-1 subordinated notes | Nonaffiliates                          
Details of Company's borrowings                          
Par amount of notes issued       25,700,000.0                  
CLO 2011-1 senior debt                          
Details of Company's borrowings                          
Collateralized loan obligation secured debt repaid                 $ 249,300,000        
CLO 17 Notes                          
Details of Company's borrowings                          
Par amount of notes issued $ 608,500,000.0                        
CLO 17 senior secured notes | LIBOR                          
Details of Company's borrowings                          
Percentage of margin added to reference rate to determine interest rate on debt (in percentage) 1.81%                        
CLO 17 senior secured notes | Nonaffiliates                          
Details of Company's borrowings                          
Par amount of notes issued $ 552,000,000.0                        
CLO 17 subordinated notes | Nonaffiliates                          
Details of Company's borrowings                          
Par amount of notes issued 22,000,000.0                        
CLO 17 subordinated notes | Affiliated Entity                          
Details of Company's borrowings                          
Par amount of notes issued 34,500,000.0                        
Subordinated notes to affiliate                          
Details of Company's borrowings                          
Par amount of notes issued                       106,500,000.0 $ 96,500,000.0
Notes CLO 16                          
Details of Company's borrowings                          
Par amount of notes issued   $ 711,300,000.0                      
CLO 16 secured notes                          
Details of Company's borrowings                          
Par amount of notes issued                   644,300,000   644,300,000  
CLO 16 secured notes | Nonaffiliates                          
Details of Company's borrowings                          
Par amount of notes issued   644,300,000.0                      
Floating rate senior secured note   634,800,000.0                      
Fixed rate senior secured note   $ 9,500,000.0                      
Fixed rate (as a percent)   4.80%                      
CLO 16 secured notes | Nonaffiliates | LIBOR                          
Details of Company's borrowings                          
Percentage of margin added to reference rate to determine interest rate on debt (in percentage)   2.04%                      
CLO 16 subordinated notes                          
Details of Company's borrowings                          
Par amount of notes issued                   4,500,000   4,500,000  
CLO 16 subordinated notes | Nonaffiliates                          
Details of Company's borrowings                          
Par amount of notes issued   $ 4,500,000.0                      
Notes CLO 15                          
Details of Company's borrowings                          
Par amount of notes issued     $ 410,800,000.0                    
CLO 15 secured notes                          
Details of Company's borrowings                          
Par amount of notes issued                   370,500,000   370,500,000  
CLO 15 secured notes | Nonaffiliates                          
Details of Company's borrowings                          
Par amount of notes issued     $ 370,500,000.0                    
CLO 15 secured notes | Nonaffiliates | LIBOR                          
Details of Company's borrowings                          
Percentage of margin added to reference rate to determine interest rate on debt (in percentage)     2.05%                    
CLO 15 subordinated notes                          
Details of Company's borrowings                          
Par amount of notes issued                   $ 12,100,000   12,100,000  
CLO 15 subordinated notes | Nonaffiliates                          
Details of Company's borrowings                          
Par amount of notes issued     $ 12,100,000.0                    
CLO 2013 Class F notes                          
Details of Company's borrowings                          
Par amount of notes issued           $ 3,400,000.0 3,600,000.0            
Proceeds from senior notes           $ 2,900,000 $ 3,000,000            
CLO 2016-1 secured notes | Nonaffiliates                          
Details of Company's borrowings                          
Par amount of notes issued       $ 330,900,000.0                  
CLO 2016-1 secured notes | Nonaffiliates | LIBOR                          
Details of Company's borrowings                          
Percentage of margin added to reference rate to determine interest rate on debt (in percentage)       1.70%                  
CLO 2007-A subordinated notes                          
Details of Company's borrowings                          
Collateralized loan obligation secured debt repaid               $ 15,100,000          
Cumulative-Effect Adjustment, Deconsolidation of Variable Interest Entity                          
Details of Company's borrowings                          
Assets (760,000,000)                     (1,000,000,000)  
Liabilities $ (760,000,000)                     (1,000,000,000)  
Reduction of debt                       $ 967,300,000