FAIR VALUE - Consolidated Funds Summary of Changes in Fair Value of Level III Investments (Details) - Consolidated Funds - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	$ 542,743	$ 325,922
Transfers into Level III	170,731	31,674
Transfers out of Level III	(13,220)	(40,100)
Purchases	353,851	24,255
Sales	(3,188)	(16,945)
Realized losses, net	(61)	(344)
Unrealized depreciation, net	(74,815)	590
Ending balance	976,041	325,052
Net change in unrealized appreciation (depreciation) attributable to assets still held at end of period	(25,116)	(1,889)
Corporate debt – bank debt
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	77,736	136,055
Transfers into Level III	117,176	17,510
Transfers out of Level III	(1,127)	(33,820)
Purchases	37,421	7,097
Sales	(174)	(10,017)
Realized losses, net	(3)	(9)
Unrealized depreciation, net	(31,234)	(1,871)
Ending balance	199,795	114,945
Net change in unrealized appreciation (depreciation) attributable to assets still held at end of period	(23,552)	(3,758)
Corporate debt – all other
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	103,172	185,378
Transfers into Level III	53,522	8,754
Transfers out of Level III	(12,093)	(6,280)
Purchases	12,858	17,158
Sales	(3,014)	(6,801)
Realized losses, net	(58)	(361)
Unrealized depreciation, net	(12,107)	3,353
Ending balance	142,280	201,201
Net change in unrealized appreciation (depreciation) attributable to assets still held at end of period	(7,325)	2,761
Equities – common stock
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	130,437	3,063
Transfers into Level III	33	5,410
Transfers out of Level III	0	0
Purchases	264,909	0
Sales		(127)
Realized losses, net		26
Unrealized depreciation, net	(31,148)	(948)
Ending balance	364,231	7,424
Net change in unrealized appreciation (depreciation) attributable to assets still held at end of period	(3,868)	(948)
Preferred Stock
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	657	1,426
Transfers into Level III	0	0
Transfers out of Level III	0	0
Purchases	0	0
Sales		0
Realized losses, net		0
Unrealized depreciation, net	(326)	56
Ending balance	331	1,482
Net change in unrealized appreciation (depreciation) attributable to assets still held at end of period	(312)	56
Real estate
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	230,741	0
Transfers into Level III	0	0
Transfers out of Level III	0	0
Purchases	38,663	0
Sales		0
Realized losses, net		0
Unrealized depreciation, net		0
Ending balance	269,404	0
Net change in unrealized appreciation (depreciation) attributable to assets still held at end of period	$ 9,941	$ 0