FAIR VALUE - Consolidated Funds Valuation of Investments and Other Financial Instruments (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019	Mar. 31, 2019
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives	$ 11,913	$ 6,890
Total derivatives	(27,475)	(4,254)
Consolidated Funds
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	6,754,146	7,358,409
Total derivatives	8,618	6,890
Deb obligations	(5,230,605)	(5,767,999)
Total derivatives	(27,475)	(2,551)
Consolidated Funds | Options and futures
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives	(122)
Consolidated Funds | Level III
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	$ 976,041	542,743
Consolidated Funds | Fair Value, Measurements, Recurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments		7,358,409	$ 6,754,146
Total derivatives		6,890	8,618
Total assets		7,365,299	6,762,764
Total derivatives		(2,551)	(27,475)
Total liabilities		(5,770,550)	(5,258,080)
Consolidated Funds | Fair Value, Measurements, Recurring | CLO Debt Obligations
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations		(5,767,999)	(5,230,605)
Consolidated Funds | Fair Value, Measurements, Recurring | CLO Debt Obligations | Senior secured notes
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations		(5,613,846)	(5,126,069)
Consolidated Funds | Fair Value, Measurements, Recurring | CLO Debt Obligations | Subordinated notes
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations		(154,153)	(104,536)
Consolidated Funds | Fair Value, Measurements, Recurring | Foreign-currency forward contracts
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives		6,890	7,892
Total derivatives		(2,551)	(27,353)
Consolidated Funds | Fair Value, Measurements, Recurring | Options and futures
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives		0	726
Total derivatives		0	(122)
Consolidated Funds | Fair Value, Measurements, Recurring | Corporate debt – bank debt
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments		6,061,165	5,092,964
Consolidated Funds | Fair Value, Measurements, Recurring | Corporate debt – all other
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments		934,512	1,023,693
Consolidated Funds | Fair Value, Measurements, Recurring | Equities – common stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments		131,334	364,706
Consolidated Funds | Fair Value, Measurements, Recurring | Equities – preferred stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments		657	331
Consolidated Funds | Fair Value, Measurements, Recurring | Real estate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments		230,741	272,452
Consolidated Funds | Fair Value, Measurements, Recurring | Level I
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments		552	379
Total derivatives		27	0
Total assets		579	379
Total derivatives		(202)	(122)
Total liabilities		(202)	(122)
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | CLO Debt Obligations
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations		0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | CLO Debt Obligations | Senior secured notes
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations		0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | CLO Debt Obligations | Subordinated notes
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations		0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | Foreign-currency forward contracts
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives		27	0
Total derivatives		(202)	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | Options and futures
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives		0	0
Total derivatives		0	(122)
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | Corporate debt – bank debt
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments		0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | Corporate debt – all other
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments		0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | Equities – common stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments		552	379
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | Equities – preferred stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments		0
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | Real estate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments		0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level II
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments		6,815,114	5,777,726
Total derivatives		6,863	8,618
Total assets		6,821,977	5,786,344
Total derivatives		(2,349)	(27,353)
Total liabilities		(5,770,348)	(5,257,958)
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | CLO Debt Obligations
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations		(5,767,999)	(5,230,605)
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | CLO Debt Obligations | Senior secured notes
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations		(5,613,846)	(5,126,069)
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | CLO Debt Obligations | Subordinated notes
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations		(154,153)	(104,536)
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | Foreign-currency forward contracts
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives		6,863	7,892
Total derivatives		(2,349)	(27,353)
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | Options and futures
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives		0	726
Total derivatives		0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | Corporate debt – bank debt
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments		5,911,523	4,893,169
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | Corporate debt – all other
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments		903,246	881,413
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | Equities – common stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments		345	96
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | Equities – preferred stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments		0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | Real estate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments		0	3,048
Consolidated Funds | Fair Value, Measurements, Recurring | Level III
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments		542,743	976,041
Total derivatives		0	0
Total assets		542,743	976,041
Total derivatives		0	0
Total liabilities		0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | CLO Debt Obligations
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations		0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | CLO Debt Obligations | Senior secured notes
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations		0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | CLO Debt Obligations | Subordinated notes
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations		0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | Foreign-currency forward contracts
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives		0	0
Total derivatives		0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | Options and futures
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives		0	0
Total derivatives		0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | Corporate debt – bank debt
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments		149,642	199,795
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | Corporate debt – all other
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments		31,266	142,280
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | Equities – common stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments		130,437	364,231
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | Equities – preferred stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments		657	331
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | Real estate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments		$ 230,741	$ 269,404