FAIR VALUE - Consolidated Funds Summary of Changes in Fair Value of Level III Investments (Details) - Consolidated Funds - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2020	Sep. 30, 2019	Sep. 30, 2020	Sep. 30, 2019
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	$ 322,525	$ 226,689	$ 542,743	$ 325,922
Deconsolidation of funds	(47,436)	(16,657)	(698,875)	(163,016)
Transfers into Level III	42,543	16,372	218,928	35,179
Transfers out of Level III	(79,932)	0	(139,156)	(68,428)
Purchases	3,710	353,767	440,876	481,106
Sales	(56,920)	(9,980)	(114,451)	(38,461)
Realized gain (losses), net	71	170	(8,793)	197
Unrealized appreciation (depreciation), net	18,347	(11,322)	(38,364)	(13,460)
Ending balance	202,908	559,039	202,908	559,039
Net change in unrealized appreciation (depreciation) attributable to assets still held at end of period	(925)	(8,536)	(26,041)	18,048
Corporate debt – bank debt
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	148,679	101,494	77,736	136,055
Deconsolidation of funds	0	(5,441)	(78,451)	(54,895)
Transfers into Level III	27,458	9,853	147,449	32,711
Transfers out of Level III	(27,022)	0	(71,282)	(16,658)
Purchases	2,422	67,093	119,557	94,865
Sales	(55,461)	(8,763)	(75,663)	(25,937)
Realized gain (losses), net	(84)	(443)	(8,890)	(319)
Unrealized appreciation (depreciation), net	(1,019)	(7,683)	(15,483)	(9,712)
Ending balance	94,973	156,110	94,973	156,110
Net change in unrealized appreciation (depreciation) attributable to assets still held at end of period	14,104	(5,455)	(9,448)	21,502
Corporate debt – all other
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	73,473	23,209	103,172	185,378
Deconsolidation of funds	(47,436)	(11,216)	(86,507)	(108,121)
Transfers into Level III	2,334	6,490	58,374	89
Transfers out of Level III	(9,705)	0	(24,669)	(51,770)
Purchases	1,288	25,102	17,747	27,489
Sales	(1,459)	(71)	(38,788)	(10,452)
Realized gain (losses), net	155	26	97	(100)
Unrealized appreciation (depreciation), net	1,239	(808)	(9,537)	219
Ending balance	19,889	42,732	19,889	42,732
Net change in unrealized appreciation (depreciation) attributable to assets still held at end of period	3,896	(389)	(3,429)	(25)
Equities – common stock
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	100,159	42,972	130,437	3,063
Deconsolidation of funds	0	0	(264,513)	0
Transfers into Level III	12,751	29	13,105	2,379
Transfers out of Level III	(43,205)	0	(43,205)	0
Purchases	0	154,446	264,909	194,304
Sales	0	(1,146)	0	(2,072)
Realized gain (losses), net	0	587	0	616
Unrealized appreciation (depreciation), net	18,205	(664)	(12,823)	(2,066)
Ending balance	87,910	196,224	87,910	196,224
Net change in unrealized appreciation (depreciation) attributable to assets still held at end of period	(8,789)	(525)	(12,657)	(1,528)
Preferred Stock
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	214	1,934	657	1,426
Deconsolidation of funds	0	0	0	0
Transfers into Level III	0	0	0	0
Transfers out of Level III	0	0	0	0
Purchases	0	80	0	322
Sales	0	0	0	0
Realized gain (losses), net	0	0	0	0
Unrealized appreciation (depreciation), net	(78)	115	(521)	381
Ending balance	136	2,129	136	2,129
Net change in unrealized appreciation (depreciation) attributable to assets still held at end of period	(195)	115	(507)	381
Real estate
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	0	57,080	230,741	0
Deconsolidation of funds	0	0	(269,404)	0
Transfers into Level III	0	0	0	0
Transfers out of Level III	0	0	0	0
Purchases	0	107,046	38,663	164,126
Sales	0	0	0	0
Realized gain (losses), net	0	0	0	0
Unrealized appreciation (depreciation), net	0	(2,282)	0	(2,282)
Ending balance	0	161,844	0	161,844
Net change in unrealized appreciation (depreciation) attributable to assets still held at end of period	$ (9,941)	$ (2,282)	$ 0	$ (2,282)