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DEBT OBLIGATIONS AND CREDIT FACILITIES - Debt Obligations of CLOs (Details) - USD ($)
$ in Thousands
9 Months Ended 12 Months Ended
Sep. 30, 2017
Dec. 31, 2016
Debt Instrument [Line Items]    
Fair Value   $ 3,054,210
Consolidated Funds    
Debt Instrument [Line Items]    
Fair Value $ 3,151,113  
Consolidated Funds | Senior secured notes    
Debt Instrument [Line Items]    
Fair Value $ 3,040,449 $ 2,953,880
Weighted Average Interest Rate 2.49% 2.52%
Weighted Average Remaining Maturity (years) 11 years 1 month 6 days 10 years 8 months 12 days
Consolidated Funds | Subordinated note    
Debt Instrument [Line Items]    
Fair Value $ 110,664 $ 100,330
Weighted Average Remaining Maturity (years) 11 years 11 years 7 months 6 days