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INVESTMENTS - Net Gains (Losses) from Investment Activities of Consolidated Funds (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2020
Mar. 31, 2019
Gain (Loss) on Securities [Line Items]    
Net realized loss on consolidated funds’ investments $ (39,247) $ (5,819)
Net change in unrealized appreciation (depreciation) on consolidated funds’ investments (326,067) 57,117
Consolidated Funds | Not Designated as Hedging Instrument    
Gain (Loss) on Securities [Line Items]    
Net realized loss on consolidated funds’ investments (39,247) (5,819)
Net change in unrealized appreciation (depreciation) on consolidated funds’ investments (326,067) 57,117
Net Realized Gain (Loss) on Investments (11,973) 2,126
Net Change in Unrealized Appreciation (Depreciation) on Investments (23,194) (470)
Consolidated Funds | Investments and other financial instruments | Not Designated as Hedging Instrument    
Gain (Loss) on Securities [Line Items]    
Net realized loss on consolidated funds’ investments (27,274) (7,945)
Net change in unrealized appreciation (depreciation) on consolidated funds’ investments (895,927) 129,670
Consolidated Funds | CLO Liabilities | Not Designated as Hedging Instrument    
Gain (Loss) on Securities [Line Items]    
Net realized loss on consolidated funds’ investments 0 0
Net change in unrealized appreciation (depreciation) on consolidated funds’ investments 593,054 (72,083)
Consolidated Funds | Foreign-currency forward contracts | Not Designated as Hedging Instrument    
Gain (Loss) on Securities [Line Items]    
Net Realized Gain (Loss) on Investments (12,077) 2,126
Net Change in Unrealized Appreciation (Depreciation) on Investments (23,073) (470)
Consolidated Funds | Options and futures | Not Designated as Hedging Instrument    
Gain (Loss) on Securities [Line Items]    
Net Realized Gain (Loss) on Investments 104 0
Net Change in Unrealized Appreciation (Depreciation) on Investments $ (121) $ 0