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BORROWINGS (Details 2) - USD ($)
1 Months Ended 3 Months Ended 6 Months Ended
Dec. 16, 2015
May 07, 2015
Apr. 30, 2016
Mar. 31, 2016
Nov. 30, 2015
Jul. 31, 2015
Jun. 30, 2015
Feb. 28, 2015
Jun. 30, 2016
Jun. 30, 2015
Jun. 30, 2016
Jun. 30, 2015
May 31, 2016
Dec. 31, 2015
Details of Company's borrowings                            
Collateralized loan obligation secured debt repaid                     $ 847,764,000 $ 743,048,000    
Collateralized Loan Obligation Secured Notes                            
Details of Company's borrowings                            
Fair value, option, credit risk, gains (losses) on liabilities                 $ 0 $ 0 0 0    
CLO 2005-2 Senior Secured Notes                            
Details of Company's borrowings                            
Collateralized loan obligation secured debt repaid         $ 140,200,000                  
CLO 2005-1 secured notes                            
Details of Company's borrowings                            
Collateralized loan obligation secured debt repaid           $ 142,400,000                
CLO 2006-1 senior secured notes                            
Details of Company's borrowings                            
Collateralized loan obligation secured debt repaid               $ 181,800,000            
Contractual notional amount terminated               $ 84,000,000            
CLO 2007-1 secured notes                            
Details of Company's borrowings                            
Collateralized loan obligation secured debt repaid                 486,300,000   598,500,000      
Par amount of notes issued                 945,569,000   945,569,000     $ 1,544,032,000
Senior Notes Legacy CLO                            
Details of Company's borrowings                            
Collateralized loan obligation secured debt repaid                   375,600,000   545,400,000    
CLO 2011-1 senior debt                            
Details of Company's borrowings                            
Collateralized loan obligation secured debt repaid       $ 249,300,000           29,300,000   30,800,000    
Par amount of notes issued                           249,301,000
Subordinated Notes to Affiliate                            
Details of Company's borrowings                            
Par amount of notes issued                         $ 96,500,000.0  
CLO 2007-A subordinated notes                            
Details of Company's borrowings                            
Collateralized loan obligation secured debt repaid     $ 15,100,000                      
Par amount of notes issued                           15,096,000
Notes C L O13                            
Details of Company's borrowings                            
Par amount of notes issued $ 412,000,000                          
CLO 13 secured notes                            
Details of Company's borrowings                            
Par amount of notes issued                 370,000,000   370,000,000     370,000,000
CLO 13 secured notes | Nonaffiliates                            
Details of Company's borrowings                            
Par amount of notes issued 370,000,000                          
Floating rate senior secured note 350,000,000                          
Fixed rate senior secured note $ 20,000,000                          
Fixed rate (as a percent) 3.83%                          
CLO 13 secured notes | Nonaffiliates | LIBOR                            
Details of Company's borrowings                            
Percentage of margin added to reference rate to determine interest rate on debt (in percentage) 2.19%                          
CLO 2007-1 Class D and E secured notes                            
Details of Company's borrowings                            
Par amount of notes issued             $ 35,000,000     35,000,000   35,000,000    
Proceeds from senior notes             35,100,000              
CLO 2005-2 Class E Secured Notes                            
Details of Company's borrowings                            
Par amount of notes issued           15,000,000 15,000,000     $ 15,000,000   $ 15,000,000    
Proceeds from senior notes           $ 15,100,000 $ 15,100,000              
CLO 13 secured notes                            
Details of Company's borrowings                            
Par amount of notes issued                 4,000,000   4,000,000     4,000,000
CLO 13 secured notes | Nonaffiliates                            
Details of Company's borrowings                            
Par amount of notes issued $ 4,000,000                          
CLO 11 Notes                            
Details of Company's borrowings                            
Par amount of notes issued   $ 564,500,000                        
CLO 11 secured notes                            
Details of Company's borrowings                            
Par amount of notes issued                 507,750,000   507,750,000     507,750,000
CLO 11 secured notes | Nonaffiliates                            
Details of Company's borrowings                            
Par amount of notes issued   $ 507,800,000                        
CLO 11 secured notes | Nonaffiliates | LIBOR                            
Details of Company's borrowings                            
Percentage of margin added to reference rate to determine interest rate on debt (in percentage)   2.06%                        
CLO 11 subordinated notes                            
Details of Company's borrowings                            
Par amount of notes issued                 $ 28,250,000   $ 28,250,000     $ 28,250,000
CLO 11 subordinated notes | Nonaffiliates                            
Details of Company's borrowings                            
Par amount of notes issued   $ 28,300,000.0