FAIR VALUE MEASUREMENTS - Changes in Level III Investments (Details) - Level III - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2020	Sep. 30, 2019	Sep. 30, 2020	Sep. 30, 2019
Total Level III Investments
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance, Beg. of Period	$ 26,072,813	$ 24,542,122	$ 26,468,185	$ 21,753,420
Transfers In / (Out) Due to Changes in Consolidation	(18,814)	(1,057,130)	(18,814)	(1,101,592)
Transfers In	334,346	176,835	334,346	211,311
Transfers Out	(79,263)	(170,151)	(193,033)	(661,874)
Asset Purchases / Debt Issuances	2,739,491	1,450,507	5,716,159	6,283,604
Sales / Paydowns	(1,510,847)	(790,453)	(2,946,132)	(3,174,738)
Settlements	9,355	(2,047)	(22,805)	35,294
Net Realized Gains (Losses)	416,512	80,328	119,418	188,412
Net Unrealized Gains (Losses)	1,633,071	(262,392)	158,913	437,785
Change in Other Comprehensive Income	21,586	(8,836)	2,013	(12,839)
Balance, End of Period	29,618,250	23,958,783	29,618,250	23,958,783
Changes in Net Unrealized Gains (Losses) Included in Net Gains (Losses) from Investment Activities related to Level III Assets and Liabilities still held as of the Reporting Date	1,855,033	(135,941)	60,366	549,836
Private Equity
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance, Beg. of Period	10,810,113	7,397,892	9,871,682	6,128,583
Transfers In / (Out) Due to Changes in Consolidation	0	0	0	0
Transfers In	0	8,602	0	16,558
Transfers Out	(18,315)	0	(18,315)	(491,723)
Asset Purchases / Debt Issuances	1,266,063	75,979	1,950,875	1,404,508
Sales / Paydowns	(846,038)	(60,080)	(879,646)	(309,199)
Settlements	0	0	0	0
Net Realized Gains (Losses)	622,773	33	616,451	83,264
Net Unrealized Gains (Losses)	792,383	198,243	1,085,932	788,678
Change in Other Comprehensive Income	0	0	0	0
Balance, End of Period	12,626,979	7,620,669	12,626,979	7,620,669
Changes in Net Unrealized Gains (Losses) Included in Net Gains (Losses) from Investment Activities related to Level III Assets and Liabilities still held as of the Reporting Date	1,180,782	198,243	1,466,074	850,839
Credit
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance, Beg. of Period	8,721,478	7,844,862	9,217,759	6,764,730
Transfers In / (Out) Due to Changes in Consolidation	231,872	958,000	231,872	956,402
Transfers In	0	149,804	0	149,804
Transfers Out	0	0	0	0
Asset Purchases / Debt Issuances	272,854	811,891	1,792,397	3,467,617
Sales / Paydowns	(642,056)	(329,310)	(1,732,825)	(1,893,162)
Settlements	9,355	(2,047)	(22,805)	35,294
Net Realized Gains (Losses)	(158,211)	(1,539)	(193,003)	(35,312)
Net Unrealized Gains (Losses)	267,100	(142,160)	(571,430)	(151,869)
Change in Other Comprehensive Income	21,586	(8,836)	2,013	(12,839)
Balance, End of Period	8,723,978	9,280,665	8,723,978	9,280,665
Changes in Net Unrealized Gains (Losses) Included in Net Gains (Losses) from Investment Activities related to Level III Assets and Liabilities still held as of the Reporting Date	127,060	(141,880)	(733,768)	(159,040)
Investments of Consolidated CFEs
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance, Beg. of Period		2,088,657		2,082,545
Transfers In / (Out) Due to Changes in Consolidation		(2,015,130)		(2,015,130)
Transfers In		0		0
Transfers Out		0		0
Asset Purchases / Debt Issuances		0		0
Sales / Paydowns		0		(62,334)
Settlements		0		0
Net Realized Gains (Losses)		(2,759)		(2,759)
Net Unrealized Gains (Losses)		(70,768)		(2,322)
Change in Other Comprehensive Income		0		0
Balance, End of Period		0		0
Changes in Net Unrealized Gains (Losses) Included in Net Gains (Losses) from Investment Activities related to Level III Assets and Liabilities still held as of the Reporting Date		0		0
Real Assets
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance, Beg. of Period	3,223,540	3,246,055	3,567,944	3,157,954
Transfers In / (Out) Due to Changes in Consolidation	(230,163)	0	(230,163)	0
Transfers In	197,972	18,429	197,972	18,429
Transfers Out	0	0	(113,770)	0
Asset Purchases / Debt Issuances	994,130	408,852	1,502,382	583,138
Sales / Paydowns	(2,847)	(139,879)	(262,274)	(342,704)
Settlements	0	0	0	0
Net Realized Gains (Losses)	(23,109)	25,760	34,339	72,404
Net Unrealized Gains (Losses)	280,582	(123,618)	(256,325)	(53,622)
Change in Other Comprehensive Income	0	0	0	0
Balance, End of Period	4,440,105	3,435,599	4,440,105	3,435,599
Changes in Net Unrealized Gains (Losses) Included in Net Gains (Losses) from Investment Activities related to Level III Assets and Liabilities still held as of the Reporting Date	280,582	(95,843)	(247,961)	(25,133)
Equity Method - Other
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance, Beg. of Period	1,622,885	1,669,322	1,656,045	1,503,022
Transfers In / (Out) Due to Changes in Consolidation	(20,523)	0	(20,523)	0
Transfers In	136,374	0	136,374	26,520
Transfers Out	(58,475)	(134,133)	(58,475)	(134,133)
Asset Purchases / Debt Issuances	79,079	5,409	161,147	189,925
Sales / Paydowns	(2,642)	(82,268)	(2,710)	(227,773)
Settlements	0	0	0	0
Net Realized Gains (Losses)	(26,069)	1,777	(82,648)	12,455
Net Unrealized Gains (Losses)	202,230	(10,137)	143,649	79,954
Change in Other Comprehensive Income	0	0	0	0
Balance, End of Period	1,932,859	1,449,970	1,932,859	1,449,970
Changes in Net Unrealized Gains (Losses) Included in Net Gains (Losses) from Investment Activities related to Level III Assets and Liabilities still held as of the Reporting Date	175,898	(12,905)	60,926	87,578
Other Investments
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance, Beg. of Period	1,694,797	2,295,334	2,154,755	2,116,586
Transfers In / (Out) Due to Changes in Consolidation	0	0	0	(42,864)
Transfers In	0	0	0	0
Transfers Out	(2,473)	(36,018)	(2,473)	(36,018)
Asset Purchases / Debt Issuances	127,365	148,376	309,358	638,416
Sales / Paydowns	(17,264)	(178,916)	(68,677)	(339,566)
Settlements	0	0	0	0
Net Realized Gains (Losses)	1,128	57,056	(255,721)	58,360
Net Unrealized Gains (Losses)	90,776	(113,952)	(242,913)	(223,034)
Change in Other Comprehensive Income	0	0	0	0
Balance, End of Period	1,894,329	2,171,880	1,894,329	2,171,880
Changes in Net Unrealized Gains (Losses) Included in Net Gains (Losses) from Investment Activities related to Level III Assets and Liabilities still held as of the Reporting Date	$ 90,711	$ (83,556)	$ (484,905)	$ (204,408)