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VARIABLE INTEREST ENTITIES - Maximum Exposure to Loss (Details) - Investments in Unconsolidated CLO Vehicles - USD ($)
$ in Thousands
Dec. 31, 2015
Dec. 31, 2014
Variable Interest Entity [Line Items]    
Investments $ 264,277 $ 375,061
Due from Affiliates, net 4,315 3,478
Maximum Exposure to Loss $ 268,592 $ 378,539