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VARIABLE INTEREST ENTITIES - Maximum Exposure to Loss (Details) - Investments in Unconsolidated CLO Vehicles - USD ($)
$ in Thousands
Sep. 30, 2016
Dec. 31, 2015
Variable Interest Entity [Line Items]    
Investments $ 4,074,100 $ 264,277
Due from (to) Affiliates, net 34,807 4,315
Maximum Exposure to Loss $ 4,108,907 $ 268,592