FAIR VALUE MEASUREMENTS (Details) (USD $)	Mar. 31, 2013	Dec. 31, 2012
Level III | Private Equity
Assets, at fair value:
Total Assets	$ 26,673,255,000
Level III | Fixed Income
Assets, at fair value:
Total Assets	1,443,494,000
Level III | Real Assets
Assets, at fair value:
Total Assets	1,995,970,000
Fair value measured on recurring basis | Level I
Assets, at fair value:
Total Investments	8,034,351,000	8,663,788,000
Total Assets	8,034,351,000	8,663,788,000
Liabilities, at fair value:
Securities Sold Short	374,859,000	321,977,000
Total Liabilities	374,859,000	321,977,000
Fair value measured on recurring basis | Level I | Private Equity
Assets, at fair value:
Total Investments	7,352,491,000	8,015,680,000
Fair value measured on recurring basis | Level I | Other
Assets, at fair value:
Total Investments	681,860,000	648,108,000
Fair value measured on recurring basis | Level II
Assets, at fair value:
Total Investments	3,065,297,000	2,496,870,000
Total Assets	3,292,083,000	2,640,530,000
Liabilities, at fair value:
Securities Sold Short	51,895,000	28,376,000
Unfunded Revolver Commitments	2,603,000	2,568,000
Total Liabilities	158,300,000	267,371,000
Fair value measured on recurring basis | Level II | Foreign Exchange Forward Contracts
Assets, at fair value:
Total Assets	215,082,000	137,786,000
Liabilities, at fair value:
Total Liabilities	99,739,000	229,314,000
Fair value measured on recurring basis | Level II | Foreign Currency Options
Assets, at fair value:
Total Assets	8,546,000	4,992,000
Liabilities, at fair value:
Total Liabilities	1,310,000	3,362,000
Fair value measured on recurring basis | Level II | Other Derivatives
Assets, at fair value:
Total Assets	3,158,000	882,000
Liabilities, at fair value:
Total Liabilities	2,753,000	3,751,000
Fair value measured on recurring basis | Level II | Private Equity
Assets, at fair value:
Total Investments	469,672,000	364,543,000
Fair value measured on recurring basis | Level II | Fixed Income
Assets, at fair value:
Total Investments	2,334,037,000	1,809,021,000
Fair value measured on recurring basis | Level II | Other
Assets, at fair value:
Total Investments	261,588,000	323,306,000
Fair value measured on recurring basis | Level III
Assets, at fair value:
Total Investments	30,341,351,000	29,336,359,000
Total Assets	30,341,351,000	29,336,359,000
Fair value measured on recurring basis | Level III | Private Equity
Assets, at fair value:
Total Investments	26,673,255,000	25,734,400,000
Fair value measured on recurring basis | Level III | Fixed Income
Assets, at fair value:
Total Investments	1,443,494,000	1,587,046,000
Fair value measured on recurring basis | Level III | Other
Assets, at fair value:
Total Investments	228,632,000	239,230,000
Fair value measured on recurring basis | Level III | Real Assets
Assets, at fair value:
Total Investments	1,995,970,000	1,775,683,000
Fair value measured on recurring basis | Total
Assets, at fair value:
Total Investments	41,440,999,000	40,497,017,000
Total Assets	41,667,785,000	40,640,677,000
Liabilities, at fair value:
Securities Sold Short	426,754,000	350,353,000
Unfunded Revolver Commitments	2,603,000	2,568,000
Total Liabilities	533,159,000	589,348,000
Fair value measured on recurring basis | Total | Foreign Exchange Forward Contracts
Assets, at fair value:
Total Assets	215,082,000	137,786,000
Liabilities, at fair value:
Total Liabilities	99,739,000	229,314,000
Fair value measured on recurring basis | Total | Foreign Currency Options
Assets, at fair value:
Total Assets	8,546,000	4,992,000
Liabilities, at fair value:
Total Liabilities	1,310,000	3,362,000
Fair value measured on recurring basis | Total | Other Derivatives
Assets, at fair value:
Total Assets	3,158,000	882,000
Liabilities, at fair value:
Total Liabilities	2,753,000	3,751,000
Fair value measured on recurring basis | Total | Private Equity
Assets, at fair value:
Total Investments	34,495,418,000	34,114,623,000
Fair value measured on recurring basis | Total | Fixed Income
Assets, at fair value:
Total Investments	3,777,531,000	3,396,067,000
Fair value measured on recurring basis | Total | Other
Assets, at fair value:
Total Investments	1,172,080,000	1,210,644,000
Fair value measured on recurring basis | Total | Real Assets
Assets, at fair value:
Total Investments	$ 1,995,970,000	$ 1,775,683,000