INVESTMENTS - By Sector (Details) - USD ($) $ in Thousands	Mar. 31, 2016	Dec. 31, 2015
Investments
Fair value as a percentage of total investments	100.00%	100.00%
Investments, at cost	$ 369,861	$ 350,811
Equity securities
Investments
Fair value as a percentage of total investments	0.00%	0.00%
Investments, at cost	$ 118	$ 116
Consolidated Funds
Investments
Investments, at fair value	$ 2,553,169	$ 2,559,783
Fair value as a percentage of total investments	100.00%	100.00%
Consolidated Funds | Fixed income asset
Investments
Investments, at fair value	$ 2,364,777	$ 2,338,024
Fair value as a percentage of total investments	92.40%	91.20%
Consolidated Funds | Equity securities
Investments
Investments, at fair value	$ 188,392	$ 221,759
Fair value as a percentage of total investments	7.60%	8.80%
Consolidated Funds | United States | Fixed income asset
Investments
Investments, at fair value	$ 1,422,618	$ 1,411,220
Fair value as a percentage of total investments	55.60%	55.10%
Investments, at cost	$ 1,458,969	$ 1,462,570
Consolidated Funds | United States | Fixed income asset | Consumer discretionary
Investments
Investments, at fair value	$ 403,139	$ 393,902
Fair value as a percentage of total investments	15.70%	15.40%
Consolidated Funds | United States | Fixed income asset | Consumer staples
Investments
Investments, at fair value	$ 36,938	$ 40,030
Fair value as a percentage of total investments	1.40%	1.60%
Consolidated Funds | United States | Fixed income asset | Energy
Investments
Investments, at fair value	$ 36,973	$ 38,617
Fair value as a percentage of total investments	1.40%	1.50%
Consolidated Funds | United States | Fixed income asset | Financials
Investments
Investments, at fair value	$ 77,988	$ 78,806
Fair value as a percentage of total investments	3.10%	3.10%
Consolidated Funds | United States | Fixed income asset | Healthcare, education and childcare
Investments
Investments, at fair value	$ 180,020	$ 162,191
Fair value as a percentage of total investments	7.10%	6.30%
Consolidated Funds | United States | Fixed income asset | Industrials
Investments
Investments, at fair value	$ 153,511	$ 161,830
Fair value as a percentage of total investments	6.00%	6.30%
Consolidated Funds | United States | Fixed income asset | Information technology
Investments
Investments, at fair value	$ 137,925	$ 138,186
Fair value as a percentage of total investments	5.40%	5.40%
Consolidated Funds | United States | Fixed income asset | Materials
Investments
Investments, at fair value	$ 89,973	$ 95,767
Fair value as a percentage of total investments	3.50%	3.70%
Consolidated Funds | United States | Fixed income asset | Partnership interests
Investments
Investments, at fair value	$ 103,621	$ 86,902
Fair value as a percentage of total investments	4.10%	3.40%
Consolidated Funds | United States | Fixed income asset | Telecommunication services
Investments
Investments, at fair value	$ 189,418	$ 202,256
Fair value as a percentage of total investments	7.40%	7.90%
Consolidated Funds | United States | Fixed income asset | Utilities
Investments
Investments, at fair value	$ 13,112	$ 12,733
Fair value as a percentage of total investments	0.50%	0.50%
Consolidated Funds | United States | Equity securities
Investments
Investments, at fair value	$ 2,458	$ 854
Fair value as a percentage of total investments	0.10%	0.00%
Investments, at cost	$ 8,304	$ 8,304
Consolidated Funds | United States | Equity securities | Healthcare, education and childcare
Investments
Investments, at fair value	$ 1,740	$ 344
Fair value as a percentage of total investments	0.10%	0.00%
Consolidated Funds | United States | Equity securities | Telecommunication services
Investments
Investments, at fair value	$ 718	$ 510
Fair value as a percentage of total investments	0.00%	0.00%
Consolidated Funds | Europe | Fixed income asset
Investments
Investments, at fair value	$ 816,256	$ 796,621
Fair value as a percentage of total investments	31.80%	31.10%
Investments, at cost	$ 862,992	$ 836,217
Consolidated Funds | Europe | Fixed income asset | Consumer discretionary
Investments
Investments, at fair value	$ 215,526	$ 221,707
Fair value as a percentage of total investments	8.30%	8.70%
Consolidated Funds | Europe | Fixed income asset | Consumer staples
Investments
Investments, at fair value	$ 53,491	$ 50,625
Fair value as a percentage of total investments	2.10%	2.00%
Consolidated Funds | Europe | Fixed income asset | Financials
Investments
Investments, at fair value	$ 29,308	$ 29,922
Fair value as a percentage of total investments	1.10%	1.20%
Consolidated Funds | Europe | Fixed income asset | Healthcare, education and childcare
Investments
Investments, at fair value	$ 111,710	$ 104,704
Fair value as a percentage of total investments	4.40%	4.10%
Consolidated Funds | Europe | Fixed income asset | Industrials
Investments
Investments, at fair value	$ 106,511	$ 109,778
Fair value as a percentage of total investments	4.20%	4.30%
Consolidated Funds | Europe | Fixed income asset | Information technology
Investments
Investments, at fair value	$ 32,368	$ 31,562
Fair value as a percentage of total investments	1.30%	1.20%
Consolidated Funds | Europe | Fixed income asset | Materials
Investments
Investments, at fair value	$ 105,726	$ 98,450
Fair value as a percentage of total investments	4.10%	3.80%
Consolidated Funds | Europe | Fixed income asset | Telecommunication services
Investments
Investments, at fair value	$ 160,806	$ 149,105
Fair value as a percentage of total investments	6.30%	5.80%
Consolidated Funds | Europe | Fixed income asset | Utilities
Investments
Investments, at fair value	$ 810	$ 768
Fair value as a percentage of total investments	0.00%	0.00%
Consolidated Funds | Europe | Equity securities
Investments
Investments, at fair value	$ 40,511	$ 43,045
Fair value as a percentage of total investments	1.70%	1.80%
Investments, at cost	$ 80,830	$ 80,827
Consolidated Funds | Europe | Equity securities | Consumer discretionary
Investments
Investments, at fair value	$ 4,203	$ 4,306
Fair value as a percentage of total investments	0.20%	0.20%
Consolidated Funds | Europe | Equity securities | Consumer staples
Investments
Investments, at fair value	$ 1,437	$ 1,286
Fair value as a percentage of total investments	0.10%	0.10%
Consolidated Funds | Europe | Equity securities | Healthcare, education and childcare
Investments
Investments, at fair value	$ 34,716	$ 37,294
Fair value as a percentage of total investments	1.40%	1.50%
Consolidated Funds | Europe | Equity securities | Telecommunication services
Investments
Investments, at fair value	$ 155	$ 159
Fair value as a percentage of total investments	0.00%	0.00%
Consolidated Funds | Asia and other | Fixed income asset
Investments
Investments, at fair value	$ 63,688	$ 68,718
Fair value as a percentage of total investments	2.50%	2.70%
Investments, at cost	$ 55,384	$ 57,868
Consolidated Funds | Asia and other | Fixed income asset | Consumer discretionary
Investments
Investments, at fair value	$ 30,260	$ 34,810
Fair value as a percentage of total investments	1.20%	1.40%
Consolidated Funds | Asia and other | Fixed income asset | Financials
Investments
Investments, at fair value	$ 1,242
Fair value as a percentage of total investments	0.00%
Consolidated Funds | Asia and other | Fixed income asset | Healthcare, education and childcare
Investments
Investments, at fair value	$ 21,993	$ 23,999
Fair value as a percentage of total investments	0.90%	0.90%
Consolidated Funds | Asia and other | Fixed income asset | Telecommunication services
Investments
Investments, at fair value	$ 10,193	$ 9,909
Fair value as a percentage of total investments	0.40%	0.40%
Consolidated Funds | Asia and other | Equity securities
Investments
Investments, at fair value	$ 125,409	$ 156,730
Fair value as a percentage of total investments	5.00%	6.20%
Investments, at cost	$ 118,730	$ 118,730
Consolidated Funds | Asia and other | Equity securities | Consumer discretionary
Investments
Investments, at fair value	$ 29,444	$ 55,532
Fair value as a percentage of total investments	1.20%	2.20%
Consolidated Funds | Asia and other | Equity securities | Consumer staples
Investments
Investments, at fair value	$ 50,476	$ 55,442
Fair value as a percentage of total investments	2.00%	2.20%
Consolidated Funds | Asia and other | Equity securities | Healthcare, education and childcare
Investments
Investments, at fair value	$ 32,598	$ 32,865
Fair value as a percentage of total investments	1.30%	1.30%
Consolidated Funds | Asia and other | Equity securities | Industrials
Investments
Investments, at fair value	$ 12,891	$ 12,891
Fair value as a percentage of total investments	0.50%	0.50%
Consolidated Funds | Canada | Fixed income asset
Investments
Investments, at fair value	$ 33,519	$ 32,879
Fair value as a percentage of total investments	1.30%	1.30%
Investments, at cost	$ 35,731	$ 34,397
Consolidated Funds | Canada | Fixed income asset | Consumer discretionary
Investments
Investments, at fair value	$ 806	$ 827
Fair value as a percentage of total investments	0.00%	0.00%
Consolidated Funds | Canada | Fixed income asset | Consumer staples
Investments
Investments, at fair value	$ 1,377	$ 1,369
Fair value as a percentage of total investments	0.10%	0.10%
Consolidated Funds | Canada | Fixed income asset | Energy
Investments
Investments, at fair value	$ 7,278	$ 8,724
Fair value as a percentage of total investments	0.30%	0.30%
Consolidated Funds | Canada | Fixed income asset | Healthcare, education and childcare
Investments
Investments, at fair value	$ 14,537	$ 14,819
Fair value as a percentage of total investments	0.60%	0.60%
Consolidated Funds | Canada | Fixed income asset | Industrials
Investments
Investments, at fair value	$ 620	$ 513
Fair value as a percentage of total investments	0.00%	0.00%
Consolidated Funds | Canada | Fixed income asset | Telecommunication services
Investments
Investments, at fair value	$ 8,901	$ 6,627
Fair value as a percentage of total investments	0.30%	0.30%
Consolidated Funds | Australia | Fixed income asset
Investments
Investments, at fair value	$ 28,696	$ 28,586
Fair value as a percentage of total investments	1.20%	1.00%
Investments, at cost	$ 39,602	$ 39,574
Consolidated Funds | Australia | Fixed income asset | Energy
Investments
Investments, at fair value	$ 8,987	$ 8,888
Fair value as a percentage of total investments	0.40%	0.30%
Consolidated Funds | Australia | Fixed income asset | Industrials
Investments
Investments, at fair value	$ 4,158	$ 3,657
Fair value as a percentage of total investments	0.20%	0.10%
Consolidated Funds | Australia | Fixed income asset | Utilities
Investments
Investments, at fair value	$ 15,551	$ 16,041
Fair value as a percentage of total investments	0.60%	0.60%
Consolidated Funds | Australia | Equity securities
Investments
Investments, at fair value	$ 20,014	$ 21,130
Fair value as a percentage of total investments	0.80%	0.80%
Investments, at cost	$ 25,524	$ 25,524
Consolidated Funds | Australia | Equity securities | Telecommunication services
Investments
Investments, at fair value	$ 4,630	$ 5,370
Fair value as a percentage of total investments	0.20%	0.20%
Consolidated Funds | Australia | Equity securities | Utilities
Investments
Investments, at fair value	$ 15,384	$ 15,760
Fair value as a percentage of total investments	0.60%	0.60%