COMMITMENTS AND CONTINGENCIES - Additional Information (Details)	1 Months Ended	12 Months Ended
	May 31, 2018 USD ($)	Dec. 31, 2019 USD ($) city	Dec. 31, 2018 USD ($)	Dec. 31, 2017 USD ($)	Oct. 17, 2017 USD ($)	Aug. 31, 2014 USD ($)
Loss Contingencies [Line Items]
Accrued incentives (fund level)		$ 864,900,000	$ 1,434,458,000
Compensation expense related to accrued incentives (fund level)		462,684,000	754,903,000
Capital commitments		$ 237,300,000	385,800,000
Number of offices (in office) | city		17
Occupancy costs, including non-lease expenses		$ 20,081,000	22,369,000	$ 20,477,000
Consolidated Funds
Loss Contingencies [Line Items]
Commitments		$ 2,300,000	13,800,000
Highstar Capital
Loss Contingencies [Line Items]
Contingent consideration (up to)	$ 36,100,000					$ 60,000,000.0
Period of performance		7 years
Reduction in contingent consideration liability	$ 7,100,000
Contingent consideration		$ 0.0	6,700,000
Contingent consideration expense		$ 0.0	$ 12,100,000	$ 4,800,000
Fifth Street Management LLC
Loss Contingencies [Line Items]
Indemnification asset					$ 56,200,000