FAIR VALUE - Consolidated Funds Summary of Valuation Techniques and Quantitative Information (Details) - Consolidated Funds $ in Thousands	Sep. 30, 2020 USD ($)	Dec. 31, 2019 USD ($)
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Real estate investments	$ 5,877	$ 230,741
Total Level III investments	6,880,386	7,358,409
Level III
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total Level III investments	202,908	542,743
Level III | Recent transaction price
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Real estate investments		230,741
Level III | Consumer discretionary | Recent market information
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Credit-oriented investments	14,111	16,836
Level III | Financials | Recent market information
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Credit-oriented investments	46,700	17,274
Level III | Health care | Recent market information
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Credit-oriented investments	16,111	26,863
Level III | Real estate | Recent market information
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Credit-oriented investments	16,632	16,755
Level III | Real estate | Recent transaction price
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Credit-oriented investments	2,393	71,906
Level III | Other | Recent market information
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Credit-oriented investments	18,915	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	910
Level III | Equity Investment | Discounted cash flow
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Equity investments	$ 87,136	$ 130,341
Discount rates | 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 rates | 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 rates | 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