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DEBT OBLIGATIONS - Obligations of Consolidated CLOs (Details) - USD ($)
$ in Thousands
9 Months Ended
Sep. 30, 2018
Dec. 31, 2017
Sep. 30, 2017
Debt Instrument [Line Items]      
Borrowing Outstanding $ 20,266,172 $ 21,193,859  
Total Assets 50,343,948 45,834,719 $ 44,305,639
Consolidated VIEs      
Debt Instrument [Line Items]      
Borrowing Outstanding 13,366,330 16,356,566  
Total Assets 29,347,775 27,070,814  
Consolidated VIEs | Consolidated CFEs      
Debt Instrument [Line Items]      
Borrowing Outstanding 12,645,610 15,586,216  
Total Assets 13,867,713 17,217,604  
Debt Obligations of Consolidated CFEs      
Debt Instrument [Line Items]      
Borrowing Outstanding 12,645,610    
Senior Secured Notes | Debt Obligations of Consolidated CFEs      
Debt Instrument [Line Items]      
Borrowing Outstanding $ 11,173,622 10,055,686  
Weighted Average Interest Rate 3.10%    
Weighted Average Remaining Maturity in Years 11 years 8 months 12 days    
Subordinated Notes | Debt Obligations of Consolidated CFEs      
Debt Instrument [Line Items]      
Borrowing Outstanding $ 388,881 292,294  
Weighted Average Remaining Maturity in Years 12 years    
Collateralized Mortgage Backed Securities      
Debt Instrument [Line Items]      
Borrowing Outstanding $ 1,083,107 $ 5,238,236  
Collateralized Mortgage Backed Securities | Debt Obligations of Consolidated CFEs      
Debt Instrument [Line Items]      
Borrowing Outstanding $ 1,083,107    
Weighted Average Interest Rate 4.20%    
Weighted Average Remaining Maturity in Years 29 years 8 months 12 days