DEBT OBLIGATIONS - Obligations of Consolidated CLOs (Details) - USD ($) $ in Thousands	6 Months Ended
	Jun. 30, 2016	Dec. 31, 2015
Debt Instrument [Line Items]
Borrowing Outstanding	$ 17,894,036	$ 18,714,597
Debt Obligations of Consolidated CFEs
Debt Instrument [Line Items]
Borrowing Outstanding	$ 8,312,385	8,093,141
Senior Secured Notes | Debt Obligations of Consolidated CFEs
Debt Instrument [Line Items]
Weighted Average Interest Rate	2.50%
Weighted Average Remaining Maturity in Years	10 years 2 months 12 days
Subordinated Notes | Debt Obligations of Consolidated CFEs
Debt Instrument [Line Items]
Weighted Average Remaining Maturity in Years	9 years 3 months 18 days
Collateralized Mortgage Backed Securities
Debt Instrument [Line Items]
Borrowing Outstanding	$ 5,506,281	$ 4,272,081
Collateralized Mortgage Backed Securities | Debt Obligations of Consolidated CFEs
Debt Instrument [Line Items]
Weighted Average Interest Rate	4.50%
Weighted Average Remaining Maturity in Years	32 years 6 months
Level II | Debt Obligations of Consolidated CFEs
Debt Instrument [Line Items]
Borrowing Outstanding	$ 13,818,666
Level II | Senior Secured Notes | Debt Obligations of Consolidated CFEs
Debt Instrument [Line Items]
Borrowing Outstanding	8,009,333
Level II | Subordinated Notes | Debt Obligations of Consolidated CFEs
Debt Instrument [Line Items]
Borrowing Outstanding	303,052
Level II | Collateralized Mortgage Backed Securities | Debt Obligations of Consolidated CFEs
Debt Instrument [Line Items]
Borrowing Outstanding	$ 5,506,281