FAIR VALUE MEASUREMENTS (Details) (USD $) In Thousands, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Level III | Private Equity
Assets, at fair value:
Total Assets	$ 27,111,145
Level III | Fixed Income
Assets, at fair value:
Total Assets	1,856,546
Level III | Real Assets
Assets, at fair value:
Total Assets	2,413,447
Fair value measured on recurring basis | Level I
Assets, at fair value:
Total Investments	7,087,491	8,663,788
Total Assets	7,087,491	8,663,788
Liabilities, at fair value:
Securities Sold Short	564,963	321,977
Total Liabilities	564,963	321,977
Fair value measured on recurring basis | Level I | Private Equity
Assets, at fair value:
Total Investments	6,326,503	8,015,680
Fair value measured on recurring basis | Level I | Real Assets
Assets, at fair value:
Total Investments	21,286
Fair value measured on recurring basis | Level I | Other
Assets, at fair value:
Total Investments	739,702	648,108
Fair value measured on recurring basis | Level II
Assets, at fair value:
Total Investments	5,017,792	2,496,870
Total Assets	5,125,219	2,640,530
Liabilities, at fair value:
Securities Sold Short	47,137	28,376
Unfunded Revolver Commitments	368	2,568
Total Liabilities	321,723	267,371
Fair value measured on recurring basis | Level II | Foreign Exchange Forward Contracts
Assets, at fair value:
Total Assets	95,526	137,786
Liabilities, at fair value:
Total Liabilities	264,097	229,314
Fair value measured on recurring basis | Level II | Foreign Currency Options
Assets, at fair value:
Total Assets	6,741	4,992
Liabilities, at fair value:
Total Liabilities	4,913	3,362
Fair value measured on recurring basis | Level II | Other Derivatives
Assets, at fair value:
Total Assets	5,160	882
Liabilities, at fair value:
Total Liabilities	5,208	3,751
Fair value measured on recurring basis | Level II | Private Equity
Assets, at fair value:
Total Investments	1,830,426	364,543
Fair value measured on recurring basis | Level II | Fixed Income
Assets, at fair value:
Total Investments	2,990,184	1,809,021
Fair value measured on recurring basis | Level II | Other
Assets, at fair value:
Total Investments	197,182	323,306
Fair value measured on recurring basis | Level III
Assets, at fair value:
Total Investments	31,624,163	29,336,359
Total Assets	31,624,163	29,336,359
Fair value measured on recurring basis | Level III | Private Equity
Assets, at fair value:
Total Investments	27,111,145	25,734,400
Fair value measured on recurring basis | Level III | Fixed Income
Assets, at fair value:
Total Investments	1,856,546	1,587,046
Fair value measured on recurring basis | Level III | Real Assets
Assets, at fair value:
Total Investments	2,413,447	1,775,683
Fair value measured on recurring basis | Level III | Other
Assets, at fair value:
Total Investments	243,025	239,230
Fair value measured on recurring basis | Total
Assets, at fair value:
Total Investments	43,729,446	40,497,017
Total Assets	43,836,873	40,640,677
Liabilities, at fair value:
Securities Sold Short	612,100	350,353
Unfunded Revolver Commitments	368	2,568
Total Liabilities	886,686	589,348
Fair value measured on recurring basis | Total | Foreign Exchange Forward Contracts
Assets, at fair value:
Total Assets	95,526	137,786
Liabilities, at fair value:
Total Liabilities	264,097	229,314
Fair value measured on recurring basis | Total | Foreign Currency Options
Assets, at fair value:
Total Assets	6,741	4,992
Liabilities, at fair value:
Total Liabilities	4,913	3,362
Fair value measured on recurring basis | Total | Other Derivatives
Assets, at fair value:
Total Assets	5,160	882
Liabilities, at fair value:
Total Liabilities	5,208	3,751
Fair value measured on recurring basis | Total | Private Equity
Assets, at fair value:
Total Investments	35,268,074	34,114,623
Fair value measured on recurring basis | Total | Fixed Income
Assets, at fair value:
Total Investments	4,846,730	3,396,067
Fair value measured on recurring basis | Total | Real Assets
Assets, at fair value:
Total Investments	2,434,733	1,775,683
Fair value measured on recurring basis | Total | Other
Assets, at fair value:
Total Investments	$ 1,179,909	$ 1,210,644