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BORROWINGS (Details) - USD ($)
9 Months Ended 12 Months Ended
Sep. 30, 2015
Dec. 31, 2014
Jul. 22, 2015
Dec. 18, 2014
Sep. 16, 2014
Details of Company's borrowings          
Carrying value $ 4,709,138,000 $ 5,501,099,000      
Successor Company          
Details of Company's borrowings          
Total borrowings 5,418,796,000 6,237,674,000      
Total borrowings, carrying value 5,396,755,000 6,162,530,000      
Collateral amount 5,450,084,000 6,528,921,000      
Successor Company | CLO 2005-1 secured notes          
Details of Company's borrowings          
Par   192,384,000      
Carrying value   $ 192,260,000      
Weighted Average Borrowing Rate (as a percent)   1.84%      
Weighted Average Remaining Maturity (in days)   847 days      
Collateral amount   $ 224,716,000      
Successor Company | CLO 2005-2 secured notes          
Details of Company's borrowings          
Par 140,212,000 242,928,000      
Carrying value $ 143,019,000 $ 242,365,000      
Weighted Average Borrowing Rate (as a percent) 2.07% 0.68%      
Weighted Average Remaining Maturity (in days) 788 days 1061 days      
Collateral amount $ 239,807,000 $ 381,362,000      
Successor Company | CLO 2006-1 senior secured notes          
Details of Company's borrowings          
Par   166,841,000      
Carrying value   $ 166,710,000      
Weighted Average Borrowing Rate (as a percent)   1.28%      
Weighted Average Remaining Maturity (in days)   1333 days      
Collateral amount   $ 400,165,000      
Successor Company | CLO 2007-1 secured notes          
Details of Company's borrowings          
Par 1,627,249,000 1,906,409,000      
Carrying value $ 1,660,963,000 $ 1,891,228,000      
Weighted Average Borrowing Rate (as a percent) 1.99% 0.80%      
Weighted Average Remaining Maturity (in days) 2054 days 2327 days      
Collateral amount $ 1,915,755,000 $ 2,182,078,000      
Successor Company | CLO 2007-1 subordinated notes          
Details of Company's borrowings          
Par 134,468,000 134,468,000      
Carrying value $ 100,762,000 $ 119,112,000      
Weighted Average Borrowing Rate (as a percent) 12.80% 13.75%      
Weighted Average Remaining Maturity (in days) 2054 days 2327 days      
Collateral amount $ 158,308,000 $ 153,912,000      
Successor Company | CLO 2007-1 mezzanine notes          
Details of Company's borrowings          
Par   489,723,000      
Carrying value   $ 486,575,000      
Weighted Average Borrowing Rate (as a percent)   3.84%      
Weighted Average Remaining Maturity (in days)   2327 days      
Collateral amount   $ 560,538,000      
Successor Company | CLO 2007-A subordinated notes          
Details of Company's borrowings          
Par 15,096,000 15,096,000      
Carrying value $ 19,522,000 $ 25,921,000      
Weighted Average Borrowing Rate (as a percent) 17.54% 88.02%      
Weighted Average Remaining Maturity (in days) 746 days 1019 days      
Collateral amount $ 56,511,000 $ 66,044,000      
Successor Company | CLO 2011-1 senior debt          
Details of Company's borrowings          
Par 252,398,000 402,515,000      
Carrying value $ 252,398,000 $ 402,515,000      
Weighted Average Borrowing Rate (as a percent) 1.65% 1.58%      
Weighted Average Remaining Maturity (in days) 1781 days 1323 days      
Collateral amount $ 322,741,000 $ 508,625,000      
Successor Company | CLO 2012-1 secured notes          
Details of Company's borrowings          
Par 367,500,000 367,500,000      
Carrying value $ 365,283,000 $ 364,063,000      
Weighted Average Borrowing Rate (as a percent) 2.42% 2.33%      
Weighted Average Remaining Maturity (in days) 3364 days 3637 days      
Collateral amount $ 368,655,000 $ 365,662,000      
Successor Company | CLO 2012-1 subordinated notes          
Details of Company's borrowings          
Par 18,000,000 18,000,000      
Carrying value $ 12,736,000 $ 12,986,000      
Weighted Average Borrowing Rate (as a percent) 15.79% 16.86%      
Weighted Average Remaining Maturity (in days) 3364 days 3637 days      
Collateral amount $ 18,057,000 $ 17,910,000      
Successor Company | CLO 2013-1 secured notes          
Details of Company's borrowings          
Par 458,500,000 458,500,000      
Carrying value $ 455,227,000 $ 441,153,000      
Weighted Average Borrowing Rate (as a percent) 2.02% 1.96%      
Weighted Average Remaining Maturity (in days) 3576 days 3849 days      
Collateral amount $ 480,853,000 $ 477,691,000      
Successor Company | CLO 2013-2 secured notes          
Details of Company's borrowings          
Par 339,250,000 339,250,000      
Carrying value $ 337,240,000 $ 331,383,000      
Weighted Average Borrowing Rate (as a percent) 2.49% 2.21%      
Weighted Average Remaining Maturity (in days) 3768 days 4041 days      
Collateral amount $ 354,497,000 $ 357,722,000      
Successor Company | CLO 9 secured notes          
Details of Company's borrowings          
Par 463,750,000 463,750,000     $ 463,800,000.0
Carrying value $ 458,925,000 $ 449,349,000      
Weighted Average Borrowing Rate (as a percent) 2.30% 2.28%      
Weighted Average Remaining Maturity (in days) 4033 days 4306 days      
Collateral amount $ 464,768,000 $ 474,072,000      
Successor Company | CLO 9 subordinated notes          
Details of Company's borrowings          
Par 15,000,000 15,000,000     $ 15,000,000.0
Carrying value $ 11,157,000 $ 13,531,000      
Weighted Average Borrowing Rate (as a percent) 13.75% 0.00%      
Weighted Average Remaining Maturity (in days) 4033 days 4306 days      
Collateral amount $ 15,033,000 $ 15,334,000      
Successor Company | CLO 10 senior notes          
Details of Company's borrowings          
Par 368,000,000 368,000,000   $ 368,000,000.0  
Carrying value $ 368,152,000 $ 361,948,000      
Weighted Average Borrowing Rate (as a percent) 2.59% 2.50%      
Weighted Average Remaining Maturity (in days) 3729 days 4002 days      
Collateral amount $ 388,438,000 $ 343,090,000      
Successor Company | CLO 11 senior secured notes          
Details of Company's borrowings          
Par 507,750,000        
Carrying value $ 499,576,000        
Weighted Average Borrowing Rate (as a percent) 2.33%        
Weighted Average Remaining Maturity (in days) 4215 days        
Collateral amount $ 502,168,000        
Successor Company | CLO 11 subordinated notes          
Details of Company's borrowings          
Par 28,250,000        
Carrying value $ 24,178,000        
Weighted Average Borrowing Rate (as a percent) 0.00%        
Weighted Average Remaining Maturity (in days) 4215 days        
Collateral amount $ 27,939,000        
Successor Company | Collaterized loan obligation secured notes          
Details of Company's borrowings          
Par 4,735,423,000 5,580,364,000      
Carrying value 4,709,138,000 5,501,099,000      
Collateral amount 5,313,530,000 6,528,921,000      
Successor Company | CLO Warehouse Facility          
Details of Company's borrowings          
Par 26,063,000        
Carrying value $ 26,063,000        
Weighted Average Borrowing Rate (as a percent) 1.83%        
Weighted Average Remaining Maturity (in days) 76 days        
Collateral amount $ 136,554,000        
Successor Company | CLO 13 Warehouse Facility          
Details of Company's borrowings          
Maximum borrowing capacity     $ 350,000,000.0    
Successor Company | 8.375% Senior notes          
Details of Company's borrowings          
Par 258,750,000 258,750,000      
Carrying value $ 289,968,000 $ 290,861,000      
Weighted Average Borrowing Rate (as a percent) 8.38% 8.38%      
Weighted Average Remaining Maturity (in days) 9543 days 9816 days      
Successor Company | 7.500% Senior notes          
Details of Company's borrowings          
Par $ 115,043,000 $ 115,043,000      
Carrying value $ 123,426,000 $ 123,663,000      
Weighted Average Borrowing Rate (as a percent) 7.50% 7.50%      
Weighted Average Remaining Maturity (in days) 9668 days 9941 days      
Successor Company | Junior subordinated notes          
Details of Company's borrowings          
Par $ 283,517,000 $ 283,517,000      
Carrying value $ 248,160,000 $ 246,907,000      
Weighted Average Borrowing Rate (as a percent) 5.42% 5.39%      
Weighted Average Remaining Maturity (in days) 7676 days 7949 days