v2.4.0.6
Summary of Changes in Financial Liabilities Measured at Fair Value for Which Level III Inputs Were Used (Detail) (Level 3, USD $)
In Thousands, unless otherwise specified
3 Months Ended 6 Months Ended
Jun. 30, 2012
Jun. 30, 2011
Jun. 30, 2012
Jun. 30, 2011
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]        
Balance, Beginning of Period $ 11,841,790 $ 6,591,328 $ 8,080,002 $ 6,433,589
Transfer In Due to Consolidation and Acquisition   1,925,466 [1] 3,568,309 [1] 1,925,466 [1]
Issuances 227 204 5,458 404
Settlements (140,974) (74,058) (275,593) (247,754)
Realized Gains (Losses), Net (1) 2,319 43 7,715
Changes in Unrealized Gains (Losses) Included in Earnings Related to Liabilities Still Held at the Reporting Date (465,141) 120,917 (142,318) 446,756
Balance, End of Period 11,235,901 8,566,176 11,235,901 8,566,176
Collateralized Loan Obligations Senior Notes
       
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]        
Balance, Beginning of Period 10,984,018 6,023,892 7,449,766 5,877,957
Transfer In Due to Consolidation and Acquisition   1,829,899 [1] 3,419,084 [1] 1,829,899 [1]
Issuances 227 204 4,620 404
Settlements (140,736) (73,830) (272,609) (235,273)
Realized Gains (Losses), Net (1) 2,319 43 7,715
Changes in Unrealized Gains (Losses) Included in Earnings Related to Liabilities Still Held at the Reporting Date (309,255) 77,043 (66,651) 378,825
Balance, End of Period 10,534,253 7,859,527 10,534,253 7,859,527
Collateralized Loan Obligations Subordinated Notes
       
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]        
Balance, Beginning of Period 857,772 567,436 630,236 555,632
Transfer In Due to Consolidation and Acquisition   95,567 [1] 149,225 [1] 95,567 [1]
Issuances     838  
Settlements (238) (228) (2,984) (12,481)
Changes in Unrealized Gains (Losses) Included in Earnings Related to Liabilities Still Held at the Reporting Date (155,886) 43,874 (75,667) 67,931
Balance, End of Period $ 701,648 $ 706,649 $ 701,648 $ 706,649
[1] Represents the transfer into Level III of financial assets and liabilities held by CLO vehicles as a result of the acquisition of management contracts on May 16, 2011 and the Harbourmaster acquisition on January 5, 2012.