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Fair Value Measurement - Partnership's Assets and Liabilities Measured at Fair Value on Recurring Basis (Details) - USD ($)
$ in Millions
Sep. 30, 2015
Dec. 31, 2014
Assets    
Investments of Consolidated Funds $ 24,021.5 $ 26,044.7
Liabilities    
Loans payable of Consolidated Funds 16,665.1 16,052.2
Derivative instruments of the CLOs 25.8 17.2
Contingent consideration 16.6 51.1
Loans payable of a consolidated real estate VIE 109.1 146.2
Interest rate swaps 1.4 3.2
Foreign currency forward contracts 9.3  
Total Liabilities 16,827.3 16,269.9
Equity securities    
Assets    
Investments of Consolidated Funds 1,264.9 2,472.1
Bonds    
Assets    
Investments of Consolidated Funds 1,229.2 1,235.8
Loans    
Assets    
Investments of Consolidated Funds 15,482.2 15,084.9
Partnership and LLC interests    
Assets    
Investments of Consolidated Funds 3,350.2 3,481.0
Hedge funds    
Assets    
Investments of Consolidated Funds 2,660.3 3,753.5
Other    
Assets    
Investments of Consolidated Funds 3.3 1.5
Investments of Consolidated Funds    
Assets    
Investments of Consolidated Funds 23,990.1 26,028.8
Trading securities    
Assets    
Investments of Consolidated Funds 1.6 3.3
Foreign currency forward contracts    
Assets    
Investments of Consolidated Funds 13.3  
Restricted securities of Consolidated Funds    
Assets    
Investments of Consolidated Funds 16.5 12.6
Level I    
Assets    
Investments of Consolidated Funds 244.9 350.8
Liabilities    
Loans payable of Consolidated Funds 0.0 0.0
Derivative instruments of the CLOs 0.0 0.0
Contingent consideration 0.0 0.0
Loans payable of a consolidated real estate VIE 0.0 0.0
Interest rate swaps 0.0 0.0
Foreign currency forward contracts 0.0  
Total Liabilities 0.0 0.0
Level I | Equity securities    
Assets    
Investments of Consolidated Funds 237.1 346.8
Level I | Bonds    
Assets    
Investments of Consolidated Funds 0.0 0.0
Level I | Loans    
Assets    
Investments of Consolidated Funds 0.0 0.0
Level I | Partnership and LLC interests    
Assets    
Investments of Consolidated Funds 0.0 0.0
Level I | Hedge funds    
Assets    
Investments of Consolidated Funds 0.0 0.0
Level I | Other    
Assets    
Investments of Consolidated Funds 0.0 0.0
Level I | Investments of Consolidated Funds    
Assets    
Investments of Consolidated Funds 237.1 346.8
Level I | Trading securities    
Assets    
Investments of Consolidated Funds 0.0 0.0
Level I | Foreign currency forward contracts    
Assets    
Investments of Consolidated Funds 0.0  
Level I | Restricted securities of Consolidated Funds    
Assets    
Investments of Consolidated Funds 7.8 4.0
Level II    
Assets    
Investments of Consolidated Funds 2,745.4 3,910.3
Liabilities    
Loans payable of Consolidated Funds 0.0 0.0
Derivative instruments of the CLOs 0.0 0.0
Contingent consideration 0.0 0.0
Loans payable of a consolidated real estate VIE 0.0 0.0
Interest rate swaps 1.4 3.2
Foreign currency forward contracts 9.3  
Total Liabilities 10.7 3.2
Level II | Equity securities    
Assets    
Investments of Consolidated Funds 71.8 156.8
Level II | Bonds    
Assets    
Investments of Consolidated Funds 0.0 0.0
Level II | Loans    
Assets    
Investments of Consolidated Funds 0.0 0.0
Level II | Partnership and LLC interests    
Assets    
Investments of Consolidated Funds 0.0 0.0
Level II | Hedge funds    
Assets    
Investments of Consolidated Funds 2,660.3 3,753.5
Level II | Other    
Assets    
Investments of Consolidated Funds 0.0 0.0
Level II | Investments of Consolidated Funds    
Assets    
Investments of Consolidated Funds 2,732.1 3,910.3
Level II | Trading securities    
Assets    
Investments of Consolidated Funds 0.0 0.0
Level II | Foreign currency forward contracts    
Assets    
Investments of Consolidated Funds 13.3  
Level II | Restricted securities of Consolidated Funds    
Assets    
Investments of Consolidated Funds 0.0 0.0
Level III    
Assets    
Investments of Consolidated Funds 21,031.2 21,783.6
Liabilities    
Loans payable of Consolidated Funds 16,665.1 16,052.2
Derivative instruments of the CLOs 25.8 17.2
Contingent consideration 16.6 51.1
Loans payable of a consolidated real estate VIE 109.1 146.2
Interest rate swaps 0.0 0.0
Foreign currency forward contracts 0.0  
Total Liabilities 16,816.6 16,266.7
Level III | Equity securities    
Assets    
Investments of Consolidated Funds 956.0 1,968.5
Level III | Bonds    
Assets    
Investments of Consolidated Funds 1,229.2 1,235.8
Level III | Loans    
Assets    
Investments of Consolidated Funds 15,482.2 15,084.9
Level III | Partnership and LLC interests    
Assets    
Investments of Consolidated Funds 3,350.2 3,481.0
Level III | Hedge funds    
Assets    
Investments of Consolidated Funds 0.0 0.0
Level III | Other    
Assets    
Investments of Consolidated Funds 3.3 1.5
Level III | Investments of Consolidated Funds    
Assets    
Investments of Consolidated Funds 21,020.9 21,771.7
Level III | Trading securities    
Assets    
Investments of Consolidated Funds 1.6 3.3
Level III | Foreign currency forward contracts    
Assets    
Investments of Consolidated Funds 0.0  
Level III | Restricted securities of Consolidated Funds    
Assets    
Investments of Consolidated Funds $ 8.7 $ 8.6