FAIR VALUE - Consolidated Funds Valuation of Investments and Other Financial Instruments (Details) - USD ($) $ in Thousands	Jun. 30, 2019	Dec. 31, 2018
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives		$ 6,502
Deb obligations		(4,127,994)
Total derivatives	$ (5,873)	(2,961)
Consolidated Funds
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	6,939,504	6,531,385
Total derivatives		2,464
Deb obligations	(4,312,023)
Equity securities	0	(2,609)
Consolidated Funds | Options and futures
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives		189
Consolidated Funds | Level III
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	226,689	325,922
Consolidated Funds | Fair Value, Measurements, Recurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	6,939,504	6,531,385
Total derivatives	3,350	2,464
Total assets	6,942,854	6,533,849
Total derivatives	(1,157)	(643)
Total liabilities	4,313,180	4,131,246
Consolidated Funds | Fair Value, Measurements, Recurring | Equity securities
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Equity securities	0	(2,609)
Consolidated Funds | Fair Value, Measurements, Recurring | CLO Debt Obligations
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations	(4,312,023)	(4,127,994)
Consolidated Funds | Fair Value, Measurements, Recurring | CLO Debt Obligations | Senior secured notes
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations	(4,146,828)	(3,976,602)
Consolidated Funds | Fair Value, Measurements, Recurring | CLO Debt Obligations | Subordinated notes
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations	(165,195)	(151,392)
Consolidated Funds | Fair Value, Measurements, Recurring | Foreign-currency forward contracts
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives	3,350	2,275
Total derivatives	(1,157)	(643)
Consolidated Funds | Fair Value, Measurements, Recurring | Options and futures
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives	0	189
Consolidated Funds | Fair Value, Measurements, Recurring | Corporate debt – bank debt
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	5,548,077	5,352,978
Consolidated Funds | Fair Value, Measurements, Recurring | Corporate debt – all other
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	1,286,001	1,149,435
Consolidated Funds | Fair Value, Measurements, Recurring | Equities – common stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	46,412	27,546
Consolidated Funds | Fair Value, Measurements, Recurring | Equities – preferred stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	1,934	1,426
Consolidated Funds | Fair Value, Measurements, Recurring | Level I
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	3,440	25,117
Total derivatives	0	189
Total assets	3,440	25,306
Total derivatives	0	0
Total liabilities	0	2,609
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | Equity securities
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Equity securities	0	(2,609)
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | CLO Debt Obligations
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations	0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | CLO Debt Obligations | Senior secured notes
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations	0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | CLO Debt Obligations | Subordinated notes
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations	0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | Foreign-currency forward contracts
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives	0	0
Total derivatives	0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | Options and futures
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives	0	189
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | Corporate debt – bank debt
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | Corporate debt – all other
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	0	634
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | Equities – common stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	3,440	24,483
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | Equities – preferred stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level II
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	6,709,375	6,180,346
Total derivatives	3,350	2,275
Total assets	6,712,725	6,182,621
Total derivatives	(1,157)	(643)
Total liabilities	4,313,180	4,128,637
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | Equity securities
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Equity securities	0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | CLO Debt Obligations
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations	(4,312,023)	(4,127,994)
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | CLO Debt Obligations | Senior secured notes
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations	(4,146,828)	(3,976,602)
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | CLO Debt Obligations | Subordinated notes
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations	(165,195)	(151,392)
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | Foreign-currency forward contracts
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives	3,350	2,275
Total derivatives	(1,157)	(643)
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | Options and futures
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives	0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | Corporate debt – bank debt
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	5,446,582	5,216,923
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | Corporate debt – all other
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	1,262,793	963,423
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | Equities – common stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | Equities – preferred stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level III
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	226,689	325,922
Total derivatives	0	0
Total assets	226,689	325,922
Total derivatives	0	0
Total liabilities	0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | Equity securities
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Equity securities	0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | CLO Debt Obligations
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations	0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | CLO Debt Obligations | Senior secured notes
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations	0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | CLO Debt Obligations | Subordinated notes
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations	0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | Foreign-currency forward contracts
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives	0	0
Total derivatives	0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | Options and futures
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives	0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | Corporate debt – bank debt
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	101,495	136,055
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | Corporate debt – all other
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	23,208	185,378
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | Equities – common stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	42,972	3,063
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | Equities – preferred stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	$ 1,934	$ 1,426