FAIR VALUE OF FINANCIAL INSTRUMENTS (Details 2) - USD ($) $ in Thousands	Mar. 31, 2017	Dec. 31, 2016
Assets:
Corporate debt securities	$ 271,477	$ 229,206
Total securities	271,477	229,206
Corporate loans	3,248,385	3,305,264
Equity investments, at estimated fair value	174,693	168,658
Interests in joint ventures and partnerships, at estimated fair value	841,733	793,996
Derivatives:
Total derivative assets	38,744	46,447
Liabilities:
Collateralized loan obligation secured notes, at estimated fair value	2,992,893	3,087,941
Derivatives:
Total derivative liabilities	29,785	32,705
Recurring basis | Estimated Fair Value
Assets:
Total securities	271,477	229,206
Corporate loans	3,248,385	3,305,264
Equity investments, at estimated fair value	174,693	168,658
Interests in joint ventures and partnerships, at estimated fair value	841,733	793,996
Derivatives:
Total derivative assets	38,744	46,447
Total	4,575,032	4,543,571
Derivatives:
Total derivative liabilities	29,785	32,705
Total	3,114,898	3,210,253
Recurring basis | Estimated Fair Value | Unaffiliated Entity
Liabilities:
Collateralized loan obligation secured notes, at estimated fair value	2,992,893	3,177,548
Recurring basis | Estimated Fair Value | Affiliated Entity
Liabilities:
Collateralized loan obligation secured notes, at estimated fair value	92,220
Recurring basis | Estimated Fair Value | Corporate Debt Securities
Assets:
Corporate debt securities	232,191	188,543
Recurring basis | Estimated Fair Value | Residential Mortgage- Backed Securities
Assets:
Residential mortgage-backed securities	39,286	40,663
Recurring basis | Estimated Fair Value | Foreign exchange forward contracts and options
Derivatives:
Derivative assets	35,581	43,918
Derivatives:
Derivative liabilities	4,279	5,442
Recurring basis | Estimated Fair Value | Warrants
Derivatives:
Derivative assets	1,699	1,528
Recurring basis | Estimated Fair Value | Options
Derivatives:
Derivative assets	1,464	1,001
Recurring basis | Estimated Fair Value | Interest rate swaps
Derivatives:
Derivative liabilities	25,506	27,263
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	43,568	36,353
Interests in joint ventures and partnerships, at estimated fair value	0	0
Derivatives:
Total derivative assets	0	0
Total	43,568	36,353
Derivatives:
Total derivative liabilities	0	0
Total	0	0
Recurring basis | Quoted Prices in Active Markets for Identical Assets (Level 1) | Unaffiliated Entity
Liabilities:
Collateralized loan obligation secured notes, at estimated fair value	0	0
Recurring basis | Quoted Prices in Active Markets for Identical Assets (Level 1) | Affiliated Entity
Liabilities:
Collateralized loan obligation secured notes, at estimated fair value	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) | Foreign exchange forward contracts and options
Derivatives:
Derivative assets	0	0
Derivatives:
Derivative liabilities	0	0
Recurring basis | Quoted Prices in Active Markets for Identical Assets (Level 1) | Warrants
Derivatives:
Derivative assets	0
Recurring basis | Quoted Prices in Active Markets for Identical Assets (Level 1) | Options
Derivatives:
Derivative assets	0	0
Recurring basis | Quoted Prices in Active Markets for Identical Assets (Level 1) | Interest rate swaps
Derivatives:
Derivative liabilities	0	0
Recurring basis | Significant Other Observable Inputs (Level 2)
Assets:
Total securities	4,993	13,337
Corporate loans	3,123,297	3,176,070
Equity investments, at estimated fair value	0	0
Interests in joint ventures and partnerships, at estimated fair value	0	0
Derivatives:
Total derivative assets	34,727	41,636
Total	3,163,017	3,231,043
Derivatives:
Total derivative liabilities	29,747	31,415
Total	3,114,860	3,208,963
Recurring basis | Significant Other Observable Inputs (Level 2) | Unaffiliated Entity
Liabilities:
Collateralized loan obligation secured notes, at estimated fair value	2,992,893	3,177,548
Recurring basis | Significant Other Observable Inputs (Level 2) | Affiliated Entity
Liabilities:
Collateralized loan obligation secured notes, at estimated fair value	92,220
Recurring basis | Significant Other Observable Inputs (Level 2) | Corporate Debt Securities
Assets:
Corporate debt securities	4,993	13,337
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) | Foreign exchange forward contracts and options
Derivatives:
Derivative assets	34,727	41,636
Derivatives:
Derivative liabilities	4,241	4,152
Recurring basis | Significant Other Observable Inputs (Level 2) | Warrants
Derivatives:
Derivative assets	0
Recurring basis | Significant Other Observable Inputs (Level 2) | Options
Derivatives:
Derivative assets	0	0
Recurring basis | Significant Other Observable Inputs (Level 2) | Interest rate swaps
Derivatives:
Derivative liabilities	25,506	27,263
Recurring basis | Significant Unobservable Inputs (Level 3)
Assets:
Total securities	266,484	215,869
Corporate loans	125,088	129,194
Equity investments, at estimated fair value	131,125	132,305
Interests in joint ventures and partnerships, at estimated fair value	841,733	793,996
Derivatives:
Total derivative assets	4,017	4,811
Total	1,368,447	1,276,175
Derivatives:
Total derivative liabilities	38	1,290
Total	38	1,290
Recurring basis | Significant Unobservable Inputs (Level 3) | Unaffiliated Entity
Liabilities:
Collateralized loan obligation secured notes, at estimated fair value	0	0
Recurring basis | Significant Unobservable Inputs (Level 3) | Affiliated Entity
Liabilities:
Collateralized loan obligation secured notes, at estimated fair value	0
Recurring basis | Significant Unobservable Inputs (Level 3) | Corporate Debt Securities
Assets:
Corporate debt securities	227,198	175,206
Recurring basis | Significant Unobservable Inputs (Level 3) | Residential Mortgage- Backed Securities
Assets:
Residential mortgage-backed securities	39,286	40,663
Recurring basis | Significant Unobservable Inputs (Level 3) | Foreign exchange forward contracts and options
Derivatives:
Derivative assets	854	2,282
Derivatives:
Derivative liabilities	38	1,290
Recurring basis | Significant Unobservable Inputs (Level 3) | Warrants
Derivatives:
Derivative assets	1,699	1,528
Recurring basis | Significant Unobservable Inputs (Level 3) | Options
Derivatives:
Derivative assets	1,464	1,001
Recurring basis | Significant Unobservable Inputs (Level 3) | Interest rate swaps
Derivatives:
Derivative liabilities	$ 0	$ 0