FAIR VALUE MEASUREMENTS - Assets and Liabilities at Fair Value (Details) - Fair value measured on recurring basis - USD ($) $ in Thousands	Sep. 30, 2020	Dec. 31, 2019
Assets, at fair value:
Total Investments	$ 52,912,901	$ 46,694,506
Total Assets	53,188,977	46,906,217
Liabilities, at fair value:
Securities Sold Short	434,598	251,223
Unfunded Revolver Commitments	56,085	75,842
Total Liabilities	17,149,578	15,058,740
Debt Obligations of Consolidated CFEs
Liabilities, at fair value:
Total Liabilities	16,279,747	14,658,137
Foreign Exchange Contracts and Options
Assets, at fair value:
Total Assets	234,358	188,572
Liabilities, at fair value:
Total Liabilities	263,927	39,364
Other Derivatives
Assets, at fair value:
Total Assets	41,718	23,139
Liabilities, at fair value:
Total Liabilities	115,221	34,174
Private Equity
Assets, at fair value:
Total Investments	15,749,633	12,923,600
Credit
Assets, at fair value:
Total Investments	11,158,058	10,538,139
Investments of Consolidated CFEs
Assets, at fair value:
Total Investments	16,647,431	14,948,237
Real Assets
Assets, at fair value:
Total Investments	4,601,774	3,567,944
Equity Method - Other
Assets, at fair value:
Total Investments	2,346,717	1,934,555
Other Investments
Assets, at fair value:
Total Investments	2,409,288	2,782,031
Level I
Assets, at fair value:
Total Investments	2,229,801	2,053,737
Total Assets	2,257,548	2,053,737
Liabilities, at fair value:
Securities Sold Short	434,598	251,223
Unfunded Revolver Commitments	0	0
Total Liabilities	493,368	251,223
Level I | Debt Obligations of Consolidated CFEs
Liabilities, at fair value:
Total Liabilities	0	0
Level I | Foreign Exchange Contracts and Options
Assets, at fair value:
Total Assets	0	0
Liabilities, at fair value:
Total Liabilities	0	0
Level I | Other Derivatives
Assets, at fair value:
Total Assets	27,747	0
Liabilities, at fair value:
Total Liabilities	58,770	0
Level I | Private Equity
Assets, at fair value:
Total Investments	1,397,686	1,393,654
Level I | Credit
Assets, at fair value:
Total Investments	0	0
Level I | Investments of Consolidated CFEs
Assets, at fair value:
Total Investments	0	0
Level I | Real Assets
Assets, at fair value:
Total Investments	0	0
Level I | Equity Method - Other
Assets, at fair value:
Total Investments	368,563	228,999
Level I | Other Investments
Assets, at fair value:
Total Investments	463,552	431,084
Level II
Assets, at fair value:
Total Investments	21,064,850	18,172,584
Total Assets	21,300,571	18,362,489
Liabilities, at fair value:
Securities Sold Short	0	0
Unfunded Revolver Commitments	0	0
Total Liabilities	16,600,125	14,731,675
Level II | Debt Obligations of Consolidated CFEs
Liabilities, at fair value:
Total Liabilities	16,279,747	14,658,137
Level II | Foreign Exchange Contracts and Options
Assets, at fair value:
Total Assets	234,358	188,572
Liabilities, at fair value:
Total Liabilities	263,927	39,364
Level II | Other Derivatives
Assets, at fair value:
Total Assets	1,363	1,333
Liabilities, at fair value:
Total Liabilities	56,451	34,174
Level II | Private Equity
Assets, at fair value:
Total Investments	1,724,968	1,658,264
Level II | Credit
Assets, at fair value:
Total Investments	2,434,080	1,320,380
Level II | Investments of Consolidated CFEs
Assets, at fair value:
Total Investments	16,647,431	14,948,237
Level II | Real Assets
Assets, at fair value:
Total Investments	161,669	0
Level II | Equity Method - Other
Assets, at fair value:
Total Investments	45,295	49,511
Level II | Other Investments
Assets, at fair value:
Total Investments	51,407	196,192
Level III
Assets, at fair value:
Total Investments	29,618,250	26,468,185
Total Assets	29,630,858	26,489,991
Liabilities, at fair value:
Securities Sold Short	0	0
Unfunded Revolver Commitments	56,085	75,842
Total Liabilities	56,085	75,842
Level III | Debt Obligations of Consolidated CFEs
Liabilities, at fair value:
Total Liabilities	0	0
Level III | Foreign Exchange Contracts and Options
Assets, at fair value:
Total Assets	0	0
Liabilities, at fair value:
Total Liabilities	0	0
Level III | Other Derivatives
Assets, at fair value:
Total Assets	12,608	21,806
Liabilities, at fair value:
Total Liabilities	0	0
Level III | Private Equity
Assets, at fair value:
Total Investments	12,626,979	9,871,682
Level III | Credit
Assets, at fair value:
Total Investments	8,723,978	9,217,759
Level III | Investments of Consolidated CFEs
Assets, at fair value:
Total Investments	0	0
Level III | Real Assets
Assets, at fair value:
Total Investments	4,440,105	3,567,944
Level III | Equity Method - Other
Assets, at fair value:
Total Investments	1,932,859	1,656,045
Level III | Other Investments
Assets, at fair value:
Total Investments	$ 1,894,329	$ 2,154,755