FAIR VALUE - Valuation of Investments and Other Financial Instruments (Detail) - USD ($) $ in Thousands	Dec. 31, 2019	Dec. 31, 2018
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative assets, at fair value	$ 6,890	$ 6,502
Total CLO debt obligations		(4,127,994)
Derivative liabilities	(4,254)	(2,961)
Consolidated Funds
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	7,358,409	6,531,385
Derivative assets, at fair value	6,890	2,464
Total CLO debt obligations	(5,767,999)
Securities sold short	0	(2,609)
Derivative liabilities	(2,551)	(643)
Consolidated Funds | Options and futures
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative assets, at fair value		189
Consolidated Funds | Level III
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	542,743	325,922
Consolidated Funds | Fair Value, Measurements, Recurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	7,358,409	6,531,385
Derivative assets, at fair value	6,890	2,464
Total assets	7,365,299	6,533,849
Total liabilities	(5,770,550)	(4,131,246)
Consolidated Funds | Fair Value, Measurements, Recurring | CLO Debt Obligations
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total CLO debt obligations	(5,767,999)	(4,127,994)
Consolidated Funds | Fair Value, Measurements, Recurring | CLO Debt Obligations | Senior notes
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total CLO debt obligations	(5,613,846)	(3,976,602)
Consolidated Funds | Fair Value, Measurements, Recurring | CLO Debt Obligations | Subordinated Notes
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total CLO debt obligations	(154,153)	(151,392)
Consolidated Funds | Fair Value, Measurements, Recurring | Foreign-currency forward contracts
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative assets, at fair value	6,890	2,275
Derivative liabilities	(2,551)	(643)
Consolidated Funds | Fair Value, Measurements, Recurring | Options and futures
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative assets, at fair value	0	189
Consolidated Funds | Fair Value, Measurements, Recurring | Corporate debt – bank debt
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	6,061,165	5,352,978
Consolidated Funds | Fair Value, Measurements, Recurring | Corporate debt – all other
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	934,512	1,149,435
Consolidated Funds | Fair Value, Measurements, Recurring | Equities – common stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	131,334	27,546
Consolidated Funds | Fair Value, Measurements, Recurring | Equities – Preferred Stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	657	1,426
Consolidated Funds | Fair Value, Measurements, Recurring | Real estate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	230,741	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level I
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	552	25,117
Derivative assets, at fair value	27	189
Total assets	579	25,306
Total liabilities	(202)	(2,609)
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | CLO Debt Obligations
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total CLO debt obligations	0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | CLO Debt Obligations | Senior notes
Fair Value Measurement Inputs and 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 Measurement Inputs and Valuation Techniques [Line Items]
Total CLO debt obligations	0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | Foreign-currency forward contracts
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative assets, at fair value	27	0
Derivative liabilities	(202)	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level I | Options and futures
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative assets, at fair value		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	552	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 I | Real estate
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	6,815,114	6,180,346
Derivative assets, at fair value	6,863	2,275
Total assets	6,821,977	6,182,621
Total liabilities	(5,770,348)	(4,128,637)
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | CLO Debt Obligations
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total CLO debt obligations	(5,767,999)	(4,127,994)
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | CLO Debt Obligations | Senior notes
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total CLO debt obligations	(5,613,846)	(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]
Total CLO debt obligations	(154,153)	(151,392)
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | Foreign-currency forward contracts
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative assets, at fair value	6,863	2,275
Derivative liabilities	(2,349)	(643)
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | Options and futures
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative assets, at fair value	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	5,911,523	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	903,246	963,423
Consolidated Funds | Fair Value, Measurements, Recurring | Level II | Equities – common stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	345	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 II | Real estate
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	542,743	325,922
Derivative assets, at fair value	0	0
Total assets	542,743	325,922
Total liabilities	0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | CLO Debt Obligations
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total CLO debt obligations	0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | CLO Debt Obligations | Senior notes
Fair Value Measurement Inputs and 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 Measurement Inputs and Valuation Techniques [Line Items]
Total CLO debt obligations	0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | Foreign-currency forward contracts
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative assets, at fair value	0	0
Derivative liabilities	0	0
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | Options and futures
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative assets, at fair value	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	149,642	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	31,266	185,378
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | Equities – common stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	130,437	3,063
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | Equities – Preferred Stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	657	1,426
Consolidated Funds | Fair Value, Measurements, Recurring | Level III | Real estate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	230,741	0
Equity securities | Consolidated Funds
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Securities sold short	0	(2,609)
Equity securities | Consolidated Funds | Fair Value, Measurements, Recurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Securities sold short	0	(2,609)
Equity securities | Consolidated Funds | Fair Value, Measurements, Recurring | Level I
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Securities sold short	0	(2,609)
Equity securities | Consolidated Funds | Fair Value, Measurements, Recurring | Level II
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Securities sold short	0	0
Equity securities | Consolidated Funds | Fair Value, Measurements, Recurring | Level III
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Securities sold short	$ 0	$ 0