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DEBT OBLIGATIONS AND CREDIT FACILITIES - Debt Obligations of CLOs (Details) - USD ($)
$ in Thousands
6 Months Ended 12 Months Ended
Jun. 30, 2019
Dec. 31, 2018
Debt Instrument [Line Items]    
Fair Value   $ 4,127,994
Consolidated Funds    
Debt Instrument [Line Items]    
Fair Value $ 4,312,023  
Consolidated Funds | Senior secured notes    
Debt Instrument [Line Items]    
Fair Value $ 4,146,828 $ 3,976,602
Weighted Average Interest Rate 2.71% 2.69%
Weighted Average Remaining Maturity (years) 10 years 9 years 10 months 24 days
Consolidated Funds | Subordinated note    
Debt Instrument [Line Items]    
Fair Value $ 165,195 $ 151,392
Weighted Average Remaining Maturity (years) 8 years 9 months 18 days 9 years 8 months 12 days