|
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% | |||||||||||||||||||||||||||