FAIR VALUE - Consolidated Funds Valuation of Investments and Other Financial Instruments (Details) - USD ($) $ in Thousands	Sep. 30, 2020	Dec. 31, 2019
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives	$ 560
Total derivatives	(9,279)	$ (4,254)
Consolidated Funds
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	6,880,386	7,358,409
Total derivatives	339	6,890
Deb obligations	(6,241,881)	(5,767,999)
Total derivatives	(546)	(2,551)
Consolidated Funds | Options and futures
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives	20
Total derivatives	(12)
Consolidated Funds | Level III
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	202,908	542,743
Consolidated Funds | Fair Value, Measurements, Recurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	6,880,386	7,358,409
Total derivatives	339	6,890
Total assets	6,880,725	7,365,299
Total derivatives	(546)	(2,551)
Total liabilities	(6,242,427)	(5,770,550)
Consolidated Funds | Fair Value, Measurements, Recurring | CLO Debt Obligations
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations	(6,241,881)	(5,767,999)
Consolidated Funds | Fair Value, Measurements, Recurring | CLO Debt Obligations | Senior secured notes
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations	(6,066,574)	(5,613,846)
Consolidated Funds | Fair Value, Measurements, Recurring | CLO Debt Obligations | Subordinated notes
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations	(175,307)	(154,153)
Consolidated Funds | Fair Value, Measurements, Recurring | Foreign-currency forward contracts
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives	319	6,890
Total derivatives	(375)	(2,551)
Consolidated Funds | Fair Value, Measurements, Recurring | Swaps
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives	(159)	0
Consolidated Funds | Fair Value, Measurements, Recurring | Options and futures
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives	20	0
Total derivatives	(12)	0
Consolidated Funds | Fair Value, Measurements, Recurring | Corporate debt – bank debt
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	6,041,290	6,061,165
Consolidated Funds | Fair Value, Measurements, Recurring | Corporate debt – all other
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	744,790	934,512
Consolidated Funds | Fair Value, Measurements, Recurring | Equities – common stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	88,293	131,334
Consolidated Funds | Fair Value, Measurements, Recurring | Equities – preferred stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	136	657
Consolidated Funds | Fair Value, Measurements, Recurring | Real estate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	5,877	230,741
Consolidated Funds | Fair Value, Measurements, Recurring | Level I
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	383	552
Total derivatives	20	27
Total assets	403	579
Total derivatives	(12)	(202)
Total liabilities	(12)	(202)
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	0	27
Total derivatives	0	(202)
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | Swaps
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives	0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | Options and futures
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives	20	0
Total derivatives	(12)	0
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	383	552
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	6,677,095	6,815,114
Total derivatives	319	6,863
Total assets	6,677,414	6,821,977
Total derivatives	(534)	(2,349)
Total liabilities	(6,242,415)	(5,770,348)
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | CLO Debt Obligations
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations	(6,241,881)	(5,767,999)
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	(6,066,574)	(5,613,846)
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | CLO Debt Obligations | Subordinated notes
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations	(175,307)	(154,153)
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | Foreign-currency forward contracts
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives	319	6,863
Total derivatives	(375)	(2,349)
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | Swaps
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives	(159)	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | 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 II | Corporate debt – bank debt
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	5,946,317	5,911,523
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | Corporate debt – all other
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	724,901	903,246
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | Equities – common stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	0	345
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	5,877	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level III
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	202,908	542,743
Total derivatives	0	0
Total assets	202,908	542,743
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 | Swaps
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
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	94,973	149,642
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | Corporate debt – all other
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	19,889	31,266
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | Equities – common stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	87,910	130,437
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | Equities – preferred stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	136	657
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | Real estate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	$ 0	$ 230,741