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MANAGEMENT AGREEMENT AND RELATED PARTY TRANSACTIONS (Details)
$ / shares in Units, $ in Thousands
1 Months Ended 3 Months Ended 4 Months Ended 5 Months Ended 9 Months Ended 12 Months Ended
May. 31, 2014
USD ($)
Sep. 30, 2015
USD ($)
issuer
$ / shares
Sep. 30, 2014
USD ($)
Sep. 30, 2007
USD ($)
Apr. 30, 2014
USD ($)
Sep. 30, 2014
USD ($)
Sep. 30, 2015
USD ($)
issuer
period
$ / shares
Dec. 31, 2014
USD ($)
issuer
May. 23, 2014
$ / shares
Management Agreement and Related Party Transactions                  
Distribution to parent   $ 52,100         $ 141,600    
Successor Company                  
Management Agreement and Related Party Transactions                  
Related party transaction expense   $ 9,449 $ 12,544     $ 22,950 29,486    
Distribution to parent $ 44,900         392,923 $ 141,566    
Distributions to parent per unit (in dollars per share) | $ / shares                 $ 0.43
Successor Company | CLO Management Fees | Maximum                  
Management Agreement and Related Party Transactions                  
Entity's percentage in subordinated notes             100.00%    
Successor Company | CLO Management Fees | CLO 2013-1 and CLO 2013-2                  
Management Agreement and Related Party Transactions                  
Entity's percentage in subordinated notes             100.00%    
Successor Company | Manager                  
Management Agreement and Related Party Transactions                  
Renewal period (in years)             1 year    
Votes for termination, minimum (as a percent)   66.70%         66.70%    
Notice period for termination (in days)             180 days    
Multiplier used to determine termination fee             4    
Number of 12 month periods considered for calculation of termination fee (in periods) | period             2    
Specified period for which average annual incentive fee to be considered (in months)             12 months    
Successor Company | Manager | Base Management Fees                  
Management Agreement and Related Party Transactions                  
Common share closing price, minimum (in dollars per share) | $ / shares   $ 20.00         $ 20.00    
Number of consecutive trading days             5 days    
Related party transaction expense   $ 2,633 4,986     10,927 $ 8,096    
Successor Company | Manager | Incentive Fees                  
Management Agreement and Related Party Transactions                  
Related party transaction expense   0 0     0 0    
Successor Company | Manager | Manager Share-Based Compensation                  
Management Agreement and Related Party Transactions                  
Related party transaction expense   0 0     0 0    
Successor Company | Manager | Reimbursable General And Administrative Expenses                  
Management Agreement and Related Party Transactions                  
Related party transaction expense   700 800     1,800 4,200    
Successor Company | Collateral manager | CLO Management Fees                  
Management Agreement and Related Party Transactions                  
Fees, waived   400 1,400     3,000 1,500    
Related party transaction expense   6,816 $ 7,558     $ 12,023 21,390    
Predecessor Company                  
Management Agreement and Related Party Transactions                  
Related party transaction expense         $ 29,841        
Predecessor Company | Manager | Base Management Fees                  
Management Agreement and Related Party Transactions                  
Common shares offering       $ 230,400          
Common share right offering       $ 270,000          
Fees, waived         2,900        
Related party transaction expense         5,253        
Predecessor Company | Manager | Incentive Fees                  
Management Agreement and Related Party Transactions                  
Related party transaction expense         12,882        
Predecessor Company | Manager | Manager Share-Based Compensation                  
Management Agreement and Related Party Transactions                  
Related party transaction expense         690        
Predecessor Company | Manager | Reimbursable General And Administrative Expenses                  
Management Agreement and Related Party Transactions                  
Related party transaction expense         2,800        
Predecessor Company | Collateral manager | CLO Management Fees                  
Management Agreement and Related Party Transactions                  
Fees, waived         1,600        
Related party transaction expense         11,016        
Restricted common shares | Predecessor Company                  
Management Agreement and Related Party Transactions                  
Share-based compensation         1,018        
Restricted common shares | Predecessor Company | Manager | Manager Share-Based Compensation                  
Management Agreement and Related Party Transactions                  
Share-based compensation         $ 700        
Affiliated Entity | Successor Company                  
Management Agreement and Related Party Transactions                  
Estimated fair value   $ 1,100,000         $ 1,100,000 $ 1,700,000  
Investment in affiliates, number of issuers | issuer   13         13 19  
Percent to total investment in corporate loans, debt securities and other investments | Affiliated Investments | Affiliated Entity | Successor Company                  
Management Agreement and Related Party Transactions                  
Concentration risk (as a percent)             16.00% 20.00%  
Corporate loans, at estimated fair value | Affiliated Entity | Successor Company                  
Management Agreement and Related Party Transactions                  
Estimated fair value   $ 1,100,000         $ 1,100,000    
Equity Investments, at Estimated Fair Value | Affiliated Entity | Successor Company                  
Management Agreement and Related Party Transactions                  
Estimated fair value   11,000         11,000 $ 13,600  
Corporate loans | Affiliated Entity | Successor Company                  
Management Agreement and Related Party Transactions                  
Estimated fair value               1,600,000  
Corporate Debt Securities | Affiliated Entity | Successor Company                  
Management Agreement and Related Party Transactions                  
Estimated fair value               9,500  
Joint Ventures And Partnerships | Affiliated Entity | Successor Company                  
Management Agreement and Related Party Transactions                  
Estimated fair value   $ 569,700         $ 569,700 $ 618,600