DEBT OBLIGATIONS AND CREDIT FACILITIES - Debt Obligations of CLOs (Details) - Consolidated Funds - USD ($) $ in Thousands	3 Months Ended	12 Months Ended
	Mar. 31, 2020	Dec. 31, 2019
Debt Instrument [Line Items]
Fair Value	$ 5,230,605	$ 5,767,999
Senior secured notes
Debt Instrument [Line Items]
Fair Value	$ 5,126,069	$ 5,613,846
Weighted Average Interest Rate	2.74%	2.85%
Weighted Average Remaining Maturity (years)	10 years 6 months	8 years 7 months 6 days
Subordinated note
Debt Instrument [Line Items]
Fair Value	$ 104,536	$ 154,153
Weighted Average Remaining Maturity (years)	10 years 8 months 12 days	10 years 4 months 24 days