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DERIVATIVES AND HEDGING - Impact of Derivatives Held by Consolidated Funds on Income (Details) - Not Designated as Hedging Instrument - Consolidated Funds - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2022
Mar. 31, 2021
Derivatives, Fair Value [Line Items]    
Net Realized Gain (Loss) on Investments $ 2,945 $ (851)
Net Change in Unrealized Appreciation (Depreciation) on Investments (27,064) 3,809
Foreign-currency forward contracts    
Derivatives, Fair Value [Line Items]    
Net Realized Gain (Loss) on Investments 956 (1,373)
Net Change in Unrealized Appreciation (Depreciation) on Investments 2,928 2,706
Total-return and interest-rate and credit default swaps    
Derivatives, Fair Value [Line Items]    
Net Realized Gain (Loss) on Investments (3,984) 0
Net Change in Unrealized Appreciation (Depreciation) on Investments (32,833) (34)
Options and futures    
Derivatives, Fair Value [Line Items]    
Net Realized Gain (Loss) on Investments 5,973 522
Net Change in Unrealized Appreciation (Depreciation) on Investments 1,983 199
Warrants    
Derivatives, Fair Value [Line Items]    
Net Realized Gain (Loss) on Investments 0 0
Net Change in Unrealized Appreciation (Depreciation) on Investments $ 858 $ 938