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DERIVATIVES AND HEDGING - Impact of Derivatives Held by Consolidated Funds on Income (Details) - Not Designated as Hedging Instrument - Consolidated Funds - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2020
Mar. 31, 2019
Derivatives, Fair Value [Line Items]    
Net Realized Gain (Loss) on Investments $ (11,973) $ 2,126
Net Change in Unrealized Appreciation (Depreciation) on Investments (23,194) (470)
Foreign-currency forward contracts    
Derivatives, Fair Value [Line Items]    
Net Realized Gain (Loss) on Investments (12,077) 2,126
Net Change in Unrealized Appreciation (Depreciation) on Investments (23,073) (470)
Options and futures    
Derivatives, Fair Value [Line Items]    
Net Realized Gain (Loss) on Investments 104 0
Net Change in Unrealized Appreciation (Depreciation) on Investments $ (121) $ 0