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NET GAINS (LOSSES) FROM INVESTMENT ACTIVITIES (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2019
Sep. 30, 2018
Sep. 30, 2019
Sep. 30, 2018
Gain (Loss) on Securities [Line Items]        
Net Realized Gains (Losses) $ 203,162 $ 241,056 $ 407,120 $ 426,220
Net Unrealized Gains (Losses) (207,752) 425,675 1,830,153 1,829,898
Total (4,590) 666,731 2,237,273 2,256,118
Private Equity        
Gain (Loss) on Securities [Line Items]        
Net Realized Gains (Losses) 84,903 137,486 177,969 179,328
Net Unrealized Gains (Losses) (30,416) 434,651 1,827,599 1,089,947
Total 54,487 572,137 2,005,568 1,269,275
Credit        
Gain (Loss) on Securities [Line Items]        
Net Realized Gains (Losses) 27,297 11,306 (44,653) (132,391)
Net Unrealized Gains (Losses) (203,735) (260,929) (165,143) (289,642)
Total (176,438) (249,623) (209,796) (422,033)
Investments of Consolidated CFEs        
Gain (Loss) on Securities [Line Items]        
Net Realized Gains (Losses) (6,874) (1,132) (20,545) (79,184)
Net Unrealized Gains (Losses) (94,137) 70,963 203,141 (13,954)
Total (101,011) 69,831 182,596 (93,138)
Real Assets        
Gain (Loss) on Securities [Line Items]        
Net Realized Gains (Losses) 25,760 52,683 72,404 76,033
Net Unrealized Gains (Losses) (123,618) 42,865 (53,622) 248,375
Total (97,858) 95,548 18,782 324,408
Equity Method - Other        
Gain (Loss) on Securities [Line Items]        
Net Realized Gains (Losses) (2,905) 14,765 64,445 (139,178)
Net Unrealized Gains (Losses) 126,165 111,482 368,510 465,246
Total 123,260 126,247 432,955 326,068
Other Investments        
Gain (Loss) on Securities [Line Items]        
Net Realized Gains (Losses) 84,086 (12,750) 75,567 (330,850)
Net Unrealized Gains (Losses) (158,591) 18,108 (221,603) (3,394)
Total (74,505) 5,358 (146,036) (334,244)
Foreign Exchange Forward Contracts and Options        
Gain (Loss) on Securities [Line Items]        
Net Realized Gains (Losses) 29,935 (26,862) 74,996 (66,795)
Net Unrealized Gains (Losses) 166,813 47,222 219,825 161,793
Total 196,748 20,360 294,821 94,998
Securities Sold Short        
Gain (Loss) on Securities [Line Items]        
Net Realized Gains (Losses) (10,465) 86,188 34,087 614,515
Net Unrealized Gains (Losses) 28,751 (9,901) (36,065) (51,232)
Total 18,286 76,287 (1,978) 563,283
Other Derivatives        
Gain (Loss) on Securities [Line Items]        
Net Realized Gains (Losses) 0 (1,063) 1,465 2,579
Net Unrealized Gains (Losses) (12,572) 2,704 (35,179) 5,740
Total (12,572) 1,641 (33,714) 8,319
Debt Obligations and Other        
Gain (Loss) on Securities [Line Items]        
Net Realized Gains (Losses) (28,575) (19,565) (28,615) 302,163
Net Unrealized Gains (Losses) 93,588 (31,490) (277,310) 217,019
Total $ 65,013 $ (51,055) $ (305,925) $ 519,182