FAIR VALUE - Consolidated Funds Summary of Valuation Techniques and Quantitative Information (Details) - Consolidated Funds $ in Thousands	Mar. 31, 2020 USD ($)	Dec. 31, 2019 USD ($)
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Real estate investments	$ 272,452	$ 230,741
Total Level III investments	6,754,146	7,358,409
Level III
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total Level III investments	976,041	542,743
Level III | Recent transaction price
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Real estate investments	269,404	230,741
Level III | Consumer discretionary | Recent market information
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Credit-oriented investments	15,395	16,836
Level III | Financials | Recent market information
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Credit-oriented investments	118,178	17,274
Level III | Health care | Recent market information
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Credit-oriented investments	24,000	26,863
Level III | Real estate | Recent market information
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Credit-oriented investments	56,043	16,755
Level III | Real estate | Recent transaction price
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Credit-oriented investments	78,835	71,906
Level III | Other | Recent market information
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Credit-oriented investments	49,624	31,274
Level III | Equity Investment | Recent market information
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Equity investments		753
Level III | Equity Investment | Recent transaction price
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Equity investments	218,356
Level III | Equity Investment | Discounted cash flow
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Equity investments	$ 99,630	$ 130,341
Discount rate | Level III | Equity Investment | Discounted cash flow | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Equity investments, significant unobservable inputs	0.06	0.06
Discount rate | Level III | Equity Investment | Discounted cash flow | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Equity investments, significant unobservable inputs	0.08	0.08
Discount rate | Level III | Equity Investment | Discounted cash flow | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Equity investments, significant unobservable inputs	0.07	0.07
Earnings multiple | Level III | Equity Investment | Market approach (comparable companies)
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Equity investments	$ 46,576
Earnings multiple | Level III | Equity Investment | Market approach (comparable companies) | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Equity investments, significant unobservable inputs	5
Earnings multiple | Level III | Equity Investment | Market approach (comparable companies) | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Equity investments, significant unobservable inputs	7
Earnings multiple | Level III | Equity Investment | Market approach (comparable companies) | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Equity investments, significant unobservable inputs	6