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FAIR VALUE - Consolidated Funds Valuation of Investments and Other Financial Instruments (Details) - USD ($)
$ in Thousands
Jun. 30, 2017
Dec. 31, 2016
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total derivatives $ 3,580 $ 16,499
Total derivatives (13,668) (8,951)
Consolidated Funds    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total investments 4,739,686 3,808,234
Total derivatives 478 357
Equity securities (81,086) (41,016)
Total derivatives (772) (1,086)
Consolidated Funds | Equity securities:    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Equity securities (81,086) (41,016)
Consolidated Funds | Level III    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total investments 201,985 244,354
Consolidated Funds | Fair Value, Measurements, Recurring    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total investments 4,739,686 3,808,234
Total derivatives 478 357
Total assets 4,740,164 3,808,591
Total derivatives (772) (1,086)
Total liabilities (3,181,887) (3,096,312)
Consolidated Funds | Fair Value, Measurements, Recurring | Equity securities:    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Equity securities (81,086) (41,016)
Consolidated Funds | Fair Value, Measurements, Recurring | CLO Debt Obligations    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total CLO debt obligations (3,100,029) (3,054,210)
Consolidated Funds | Fair Value, Measurements, Recurring | CLO Debt Obligations | Senior secured notes    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total CLO debt obligations (2,988,761) (2,953,880)
Consolidated Funds | Fair Value, Measurements, Recurring | CLO Debt Obligations | Subordinated notes    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total CLO debt obligations (111,268) (100,330)
Consolidated Funds | Fair Value, Measurements, Recurring | Foreign-currency forward contracts    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total derivatives 117 216
Total derivatives (735) (4)
Consolidated Funds | Fair Value, Measurements, Recurring | Swaps    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total derivatives 361 141
Total derivatives (37) (1,082)
Consolidated Funds | Fair Value, Measurements, Recurring | Corporate debt – bank debt    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total investments 3,961,520 3,182,350
Consolidated Funds | Fair Value, Measurements, Recurring | Corporate debt – all other    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total investments 541,533 489,768
Consolidated Funds | Fair Value, Measurements, Recurring | Equities – common stock    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total investments 234,442 136,116
Consolidated Funds | Fair Value, Measurements, Recurring | Equities – preferred stock    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total investments 2,191 0
Consolidated Funds | Fair Value, Measurements, Recurring | Level I    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total investments 228,883 129,362
Total derivatives 0 0
Total assets 228,883 129,362
Total derivatives 0 0
Total liabilities (81,086) (41,016)
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | Equity securities:    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Equity securities (81,086) (41,016)
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | CLO Debt Obligations    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total CLO debt obligations 0 0
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | CLO Debt Obligations | Senior secured notes    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total CLO debt obligations 0 0
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | CLO Debt Obligations | Subordinated notes    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total CLO debt obligations 0 0
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | Foreign-currency forward contracts    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total derivatives 0 0
Total derivatives 0 0
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | Swaps    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total derivatives 0 0
Total derivatives 0 0
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | Corporate debt – bank debt    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total investments 0 0
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | Corporate debt – all other    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total investments 0 0
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | Equities – common stock    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total investments 227,106 129,362
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | Equities – preferred stock    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total investments 1,777 0
Consolidated Funds | Fair Value, Measurements, Recurring | Level II    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total investments 4,308,818 3,434,518
Total derivatives 478 357
Total assets 4,309,296 3,434,875
Total derivatives (772) (1,086)
Total liabilities (3,100,801) (3,055,296)
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | Equity securities:    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Equity securities 0 0
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | CLO Debt Obligations    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total CLO debt obligations (3,100,029) (3,054,210)
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | CLO Debt Obligations | Senior secured notes    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total CLO debt obligations (2,988,761) (2,953,880)
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | CLO Debt Obligations | Subordinated notes    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total CLO debt obligations (111,268) (100,330)
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | Foreign-currency forward contracts    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total derivatives 117 216
Total derivatives (735) (4)
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | Swaps    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total derivatives 361 141
Total derivatives (37) (1,082)
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | Corporate debt – bank debt    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total investments 3,810,291 2,973,482
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | Corporate debt – all other    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total investments 498,064 460,975
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | Equities – common stock    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total investments 49 61
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | Equities – preferred stock    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total investments 414 0
Consolidated Funds | Fair Value, Measurements, Recurring | Level III    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total investments 201,985 244,354
Total derivatives 0 0
Total assets 201,985 244,354
Total derivatives 0 0
Total liabilities 0 0
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | Equity securities:    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Equity securities 0 0
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | CLO Debt Obligations    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total CLO debt obligations 0 0
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | CLO Debt Obligations | Senior secured notes    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total CLO debt obligations 0 0
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | CLO Debt Obligations | Subordinated notes    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total CLO debt obligations 0 0
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | Foreign-currency forward contracts    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total derivatives 0 0
Total derivatives 0 0
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | Swaps    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total derivatives 0 0
Total derivatives 0 0
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | Corporate debt – bank debt    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total investments 151,229 208,868
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | Corporate debt – all other    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total investments 43,469 28,793
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | Equities – common stock    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total investments 7,287 6,693
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | Equities – preferred stock    
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Total investments $ 0 $ 0