FAIR VALUE - Consolidated Funds Valuation of Investments and Other Financial Instruments (Details) - Consolidated Funds - USD ($) $ in Thousands	Mar. 31, 2022	Dec. 31, 2021
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	$ 12,256,098	$ 11,456,895
Total derivatives	12,259	6,733
Deb obligations	(7,972,105)	(7,806,263)
Derivative liabilities	(43,594)	(11,847)
Level III
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	2,412,701	1,928,376
Fair Value, Measurements, Recurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	12,256,098	11,456,895
Total derivatives	12,259	5,571
Total assets	12,268,357	11,462,466
Derivative liabilities	(43,594)	(11,847)
Total liabilities	(8,015,699)	(7,818,110)
Fair Value, Measurements, Recurring | CLO debt obligations:
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations	(7,972,105)	(7,806,263)
Fair Value, Measurements, Recurring | CLO debt obligations: | Senior secured notes
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations	(7,649,601)	(7,472,521)
Fair Value, Measurements, Recurring | CLO debt obligations: | Subordinated notes
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations	(322,504)	(333,742)
Fair Value, Measurements, Recurring | Foreign-currency forward contracts
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives	9,063	5,062
Derivative liabilities	(1,563)	(886)
Fair Value, Measurements, Recurring | Swaps
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives	718	0
Derivative liabilities	(37,933)	(4,335)
Fair Value, Measurements, Recurring | Options and futures
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives	2,478	509
Derivative liabilities	(36)	0
Fair Value, Measurements, Recurring | Warrants
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative liabilities	(4,062)	(6,626)
Fair Value, Measurements, Recurring | Corporate debt – bank debt
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	8,921,336	8,464,929
Fair Value, Measurements, Recurring | Corporate debt – all other
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	1,592,444	1,530,171
Fair Value, Measurements, Recurring | Equities – common stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	1,035,395	864,632
Fair Value, Measurements, Recurring | Equities – preferred stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	670,036	563,329
Fair Value, Measurements, Recurring | Real estate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	36,887	33,834
Fair Value, Measurements, Recurring | Level I
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	398,081	283,432
Total derivatives	2,478	509
Total assets	400,559	283,941
Derivative liabilities	(37,033)	(4,100)
Total liabilities	(37,033)	(4,100)
Fair Value, Measurements, Recurring | Level I | CLO debt obligations:
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations	0	0
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
Fair Value, Measurements, Recurring | Level I | CLO debt obligations: | Subordinated notes
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations	0	0
Fair Value, Measurements, Recurring | Level I | Foreign-currency forward contracts
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives	0	0
Derivative liabilities	0	0
Fair Value, Measurements, Recurring | Level I | Swaps
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives	0	0
Derivative liabilities	(36,997)	(4,100)
Fair Value, Measurements, Recurring | Level I | Options and futures
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives	2,478	509
Derivative liabilities	(36)	0
Fair Value, Measurements, Recurring | Level I | Warrants
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative liabilities	0	0
Fair Value, Measurements, Recurring | Level I | Corporate debt – bank debt
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	0	0
Fair Value, Measurements, Recurring | Level I | Corporate debt – all other
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	0	0
Fair Value, Measurements, Recurring | Level I | Equities – common stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	321,797	206,133
Fair Value, Measurements, Recurring | Level I | Equities – preferred stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	76,284	77,299
Fair Value, Measurements, Recurring | Level I | Real estate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	0	0
Fair Value, Measurements, Recurring | Level II
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	9,445,316	9,245,087
Total derivatives	9,781	6,224
Total assets	9,455,097	9,251,311
Derivative liabilities	(6,561)	(7,747)
Total liabilities	(7,978,666)	(7,814,010)
Fair Value, Measurements, Recurring | Level II | CLO debt obligations:
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations	(7,972,105)	(7,806,263)
Fair Value, Measurements, Recurring | Level II | CLO debt obligations: | Senior secured notes
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations	(7,649,601)	(7,472,521)
Fair Value, Measurements, Recurring | Level II | CLO debt obligations: | Subordinated notes
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations	(322,504)	(333,742)
Fair Value, Measurements, Recurring | Level II | Foreign-currency forward contracts
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives	9,063	5,062
Derivative liabilities	(1,563)	(886)
Fair Value, Measurements, Recurring | Level II | Swaps
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives	718	1,162
Derivative liabilities	(936)	(235)
Fair Value, Measurements, Recurring | Level II | Options and futures
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives	0	0
Derivative liabilities	0	0
Fair Value, Measurements, Recurring | Level II | Warrants
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative liabilities	(4,062)	(6,626)
Fair Value, Measurements, Recurring | Level II | Corporate debt – bank debt
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	8,054,042	7,867,741
Fair Value, Measurements, Recurring | Level II | Corporate debt – all other
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	1,367,954	1,300,595
Fair Value, Measurements, Recurring | Level II | Equities – common stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	23,320	76,751
Fair Value, Measurements, Recurring | Level II | Equities – preferred stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	0	0
Fair Value, Measurements, Recurring | Level II | Real estate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	0	0
Fair Value, Measurements, Recurring | Level III
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	2,412,701	1,928,376
Total derivatives	0	0
Total assets	2,412,701	1,928,376
Derivative liabilities	0	0
Total liabilities	0	0
Fair Value, Measurements, Recurring | Level III | CLO debt obligations:
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations	0	0
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
Fair Value, Measurements, Recurring | Level III | CLO debt obligations: | Subordinated notes
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Deb obligations	0	0
Fair Value, Measurements, Recurring | Level III | Foreign-currency forward contracts
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives	0	0
Derivative liabilities	0	0
Fair Value, Measurements, Recurring | Level III | Swaps
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives	0	0
Derivative liabilities	0	0
Fair Value, Measurements, Recurring | Level III | Options and futures
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total derivatives	0	0
Derivative liabilities	0	0
Fair Value, Measurements, Recurring | Level III | Warrants
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative liabilities	0	0
Fair Value, Measurements, Recurring | Level III | Corporate debt – bank debt
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	867,294	597,188
Fair Value, Measurements, Recurring | Level III | Corporate debt – all other
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	224,490	229,576
Fair Value, Measurements, Recurring | Level III | Equities – common stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	690,278	581,748
Fair Value, Measurements, Recurring | Level III | Equities – preferred stock
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	593,752	486,030
Fair Value, Measurements, Recurring | Level III | Real estate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Total investments	$ 36,887	$ 33,834