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DEBT (Loan Obligations of the Consolidated CLOs) (Details) - Consolidated Funds - USD ($)
$ in Thousands
9 Months Ended 12 Months Ended
Sep. 30, 2020
Dec. 31, 2019
DEBT    
Fair Value of Loan Obligations $ 9,608,127 $ 7,973,748
Investments in CLO warehouse    
DEBT    
Loan Obligations 10,202,669 8,188,214
Fair Value of Loan Obligations 9,608,127 7,973,748
Senior secured notes | Investments in CLO warehouse    
DEBT    
Loan Obligations 9,679,210 7,738,337
Fair Value of Loan Obligations $ 9,361,670 $ 7,700,038
Weighted  Average Remaining Maturity  In Years  10 years 2 months 12 days 11 years
Debt instrument face amount $ 9,700,000  
Weighted average interest rate (as a percent) 1.88%  
Subordinated notes / preferred shares | Investments in CLO warehouse    
DEBT    
Loan Obligations $ 523,459 $ 449,877
Fair Value of Loan Obligations $ 246,457 $ 273,710
Weighted  Average Remaining Maturity  In Years  10 years 4 months 24 days 11 years
Debt instrument face amount $ 523,500