v2.4.0.6
Summary of Quantitative Inputs and Assumptions for Items Categorized in Level III of Fair Value Hierarchy (Detail) (USD $)
In Thousands, unless otherwise specified
6 Months Ended 6 Months Ended 6 Months Ended 6 Months Ended 6 Months Ended 6 Months Ended 6 Months Ended
Jun. 30, 2012
Dec. 31, 2011
Jun. 30, 2012
Level 3
Collateralized Loan Obligations
Discounted Cash Flows
Jun. 30, 2012
Level 3
Collateralized Loan Obligations
Discounted Cash Flows
Minimum
Jun. 30, 2012
Level 3
Collateralized Loan Obligations
Discounted Cash Flows
Maximum
Jun. 30, 2012
Level 3
Consolidated Equity Securities
Discounted Cash Flows
Jun. 30, 2012
Level 3
Consolidated Equity Securities
Discounted Cash Flows
Minimum
Jun. 30, 2012
Level 3
Consolidated Equity Securities
Discounted Cash Flows
Maximum
Jun. 30, 2012
Level 3
Consolidated Equity Securities
Market Comparable Companies
Jun. 30, 2012
Level 3
Consolidated Equity Securities
Market Comparable Companies
Minimum
Jun. 30, 2012
Level 3
Consolidated Equity Securities
Market Comparable Companies
Maximum
Jun. 30, 2012
Level 3
Partnership And LLC Interests
Discounted Cash Flows
Jun. 30, 2012
Level 3
Partnership And LLC Interests
Discounted Cash Flows
Minimum
Jun. 30, 2012
Level 3
Partnership And LLC Interests
Discounted Cash Flows
Maximum
Jun. 30, 2012
Level 3
Debt Instruments
Discounted Cash Flows
Jun. 30, 2012
Level 3
Debt Instruments
Discounted Cash Flows
Minimum
Jun. 30, 2012
Level 3
Debt Instruments
Discounted Cash Flows
Maximum
Jun. 30, 2012
Level 3
Debt Instruments
Market Comparable Companies
Jun. 30, 2012
Level 3
Debt Instruments
Market Comparable Companies
Minimum
Jun. 30, 2012
Level 3
Debt Instruments
Market Comparable Companies
Maximum
Jun. 30, 2012
Level 3
Assets Of Consolidated CLO Vehicles
Discounted Cash Flows
Jun. 30, 2012
Level 3
Assets Of Consolidated CLO Vehicles
Discounted Cash Flows
Minimum
Jun. 30, 2012
Level 3
Assets Of Consolidated CLO Vehicles
Discounted Cash Flows
Maximum
Jun. 30, 2012
Level 3
Assets Of Consolidated CLO Vehicles
Market Comparable Companies
Jun. 30, 2012
Level 3
Assets Of Consolidated CLO Vehicles
Market Comparable Companies
Minimum
Jun. 30, 2012
Level 3
Assets Of Consolidated CLO Vehicles
Market Comparable Companies
Maximum
Jun. 30, 2012
Level 3
Loans And Receivables
Discounted Cash Flows
Jun. 30, 2012
Level 3
Loans And Receivables
Discounted Cash Flows
Minimum
Jun. 30, 2012
Level 3
Loans And Receivables
Discounted Cash Flows
Maximum
Fair Value, Option, Quantitative Disclosures [Line Items]                                                          
Fair value assets $ 11,830,719 $ 8,140,523       $ 124,105     $ 1,931     $ 533,520     $ 8,499     $ 772     $ 128,694     $ 86,555     $ 104,207    
Fair value liabilities $ 11,235,901 $ 8,080,002 $ 11,235,901                                                    
Discount Rate       1.10% 80.00%   8.10% 25.00%         3.10% 22.50%   10.70% 48.00%         6.00% 18.00%         6.80% 23.30%
Revenue CAGR             1.60% 83.40%         (5.60%) 62.00%                              
Exit Multiple             5.8 17.0         4.5 14.8                              
Book Value Multiple                 0.8                                        
EBITDA Multiple                   6.5 8.3               3.5 8.3         2.0 10.6      
Exit Capitalization Rate                         1.00% 9.50% 7.50%                            
Liquidity Discount                                                 1.00% 25.00%      
Default Rate       2.00% 5.00%                   2.00%                            
Recovery Rate       30.00% 70.00%                   70.00%                            
Recovery Lag     12 months                       12 months                            
Pre-payment Rate       5.00% 20.00%                   20.00%                            
Reinvestment Rate     3.20%                       3.20%