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DEBT (Loan Obligations of the Consolidated CLOs) (Details) - Consolidated Funds - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
DEBT    
Fair Value of Loan Obligations $ 7,973,748 $ 6,678,091
Investments in CLO warehouse    
DEBT    
Loan Obligations 8,188,214 7,097,949
Fair Value of Loan Obligations 7,973,748 6,678,091
Senior secured notes | Investments in CLO warehouse    
DEBT    
Loan Obligations 7,738,337 6,642,616
Fair Value of Loan Obligations $ 7,700,038 $ 6,391,643
Weighted  Average Remaining Maturity  In Years  10 years 11 months 19 days 10 years 11 months 8 days
Debt instrument face amount $ 7,700,000  
Weighted average interest rate (as a percent) 2.91%  
Subordinated notes / preferred shares | Investments in CLO warehouse    
DEBT    
Loan Obligations $ 449,877 $ 455,333
Fair Value of Loan Obligations $ 273,710 $ 286,448
Weighted  Average Remaining Maturity  In Years  11 years 7 days 11 years 2 months 15 days
Debt instrument face amount $ 449,900