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DEBT (Loan Obligations of the Consolidated CLOs) (Details) - Consolidated Funds - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2020
Dec. 31, 2019
DEBT    
Fair Value of Loan Obligations $ 8,354,458 $ 7,973,748
Investments in CLO warehouse    
DEBT    
Loan Obligations 10,067,974 8,188,214
Fair Value of Loan Obligations 8,354,458 7,973,748
Senior secured notes | Investments in CLO warehouse    
DEBT    
Loan Obligations 9,461,567 7,738,337
Fair Value of Loan Obligations $ 8,169,907 $ 7,700,038
Weighted  Average Remaining Maturity  In Years  10 years 8 months 15 days 10 years 11 months 19 days
Debt instrument face amount $ 9,500,000  
Weighted average interest rate (as a percent) 2.83%  
Subordinated notes / preferred shares | Investments in CLO warehouse    
DEBT    
Loan Obligations $ 606,407 $ 449,877
Fair Value of Loan Obligations $ 184,551 $ 273,710
Weighted  Average Remaining Maturity  In Years  10 years 10 months 6 days 11 years 7 days
Debt instrument face amount $ 606,400