MANAGEMENT AGREEMENT AND RELATED PARTY TRANSACTIONS (Details)	3 Months Ended		6 Months Ended		12 Months Ended
	Jun. 30, 2016 USD ($) issuer	Jun. 30, 2015 USD ($)	Jun. 30, 2016 USD ($) issuer period	Jun. 30, 2015 USD ($)	Dec. 31, 2015 USD ($) issuer
Management Agreement and Related Party Transactions
Related party transaction expense	$ 6,767,000	$ 9,817,000	$ 14,043,000	$ 20,037,000
Distribution to parent			$ 62,888,000	89,453,000
CLO Management Fees | Maximum
Management Agreement and Related Party Transactions
Entity's percentage in subordinated notes			100.00%
CLO Management Fees | CLO 2013-1, CLO 2013-2, and CLO 10
Management Agreement and Related Party Transactions
Entity's percentage in subordinated notes			100.00%
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
Manager | Incentive Fees
Management Agreement and Related Party Transactions
Related party transaction expense	$ 0	0	$ 0	0
Manager | Reimbursable General And Administrative Expenses
Management Agreement and Related Party Transactions
Related party transaction expense	900,000	1,200,000	1,900,000	3,500,000
Majority Shareholder
Management Agreement and Related Party Transactions
Distribution to parent	24,600,000	55,200,000	62,900,000	89,500,000
Collateral manager | CLO Management Fees
Management Agreement and Related Party Transactions
Fees, waived		600,000		1,100,000
Related party transaction expense	6,208,000	$ 8,407,000	12,455,000	$ 14,574,000
Affiliated Entity
Management Agreement and Related Party Transactions
Estimated fair value	$ 89,300,000		$ 89,300,000		$ 734,300,000
Percent to total investment in corporate loans, debt securities and other investments | Affiliated Investments | Affiliated Entity
Management Agreement and Related Party Transactions
Concentration risk (as a percent)			2.00%		11.00%
Investment in affiliates, number of issuers | issuer	4		4		8
Corporate loans, at estimated fair value | Affiliated Entity
Management Agreement and Related Party Transactions
Estimated fair value	$ 80,200,000		$ 80,200,000
Equity Investments, at Estimated Fair Value | Affiliated Entity
Management Agreement and Related Party Transactions
Estimated fair value	9,100,000		9,100,000		$ 11,000,000
Corporate loans | Affiliated Entity
Management Agreement and Related Party Transactions
Estimated fair value					723,300,000
Joint Ventures And Partnerships | Affiliated Entity
Management Agreement and Related Party Transactions
Estimated fair value	$ 649,800,000		$ 649,800,000		$ 805,500,000