Fair Value Measurement - Summary of Quantitative Information about Partnership's Level III Inputs (Details) $ / shares in Units, $ in Millions	9 Months Ended	12 Months Ended
	Sep. 30, 2015 USD ($) $ / shares	Dec. 31, 2014 USD ($) Multiplier $ / shares
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Fair value of liabilities	$ 16,827.3	$ 16,269.9
Level III
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Fair value of assets	21,031.2	21,783.6
Fair value of liabilities	16,816.6	16,266.7
Level III | Senior secured notes | Discounted Cash Flow with Consensus Pricing
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Fair value of liabilities	$ 15,460.0	$ 14,757.5
Valuation technique of liabilities	Discounted Cash Flow with Consensus Pricing	Discounted Cash Flow with Consensus Pricing
Level III | Senior secured notes | Discounted Cash Flow with Consensus Pricing | Minimum
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Indicative Quotes (% of Par)	35.00%	35.00%
Discount Rates (as a percent)	1.00%	1.00%
Default Rates (as a percent)	1.00%	1.00%
Recovery Rates (as a percent)	60.00%	63.00%
Level III | Senior secured notes | Discounted Cash Flow with Consensus Pricing | Maximum
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Indicative Quotes (% of Par)	102.00%	100.00%
Discount Rates (as a percent)	11.00%	11.00%
Default Rates (as a percent)	4.00%	3.00%
Recovery Rates (as a percent)	75.00%	75.00%
Level III | Senior secured notes | Discounted Cash Flow with Consensus Pricing | Weighted Average
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Indicative Quotes (% of Par)	98.00%	98.00%
Discount Rates (as a percent)	3.00%	3.00%
Default Rates (as a percent)	3.00%	2.00%
Recovery Rates (as a percent)	66.00%	68.00%
Level III | Subordinated notes and preferred shares | Discounted Cash Flow with Consensus Pricing
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Fair value of liabilities	$ 1,186.2	$ 1,278.8
Valuation technique of liabilities	Discounted Cash Flow with Consensus Pricing	Discounted Cash Flow with Consensus Pricing
Level III | Subordinated notes and preferred shares | Discounted Cash Flow with Consensus Pricing | Minimum
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Indicative Quotes (% of Par)	1.00%	1.00%
Discount Rates (as a percent)	8.00%	8.00%
Default Rates (as a percent)	1.00%	1.00%
Recovery Rates (as a percent)	60.00%	63.00%
Level III | Subordinated notes and preferred shares | Discounted Cash Flow with Consensus Pricing | Maximum
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Indicative Quotes (% of Par)	116.00%	132.00%
Discount Rates (as a percent)	15.00%	15.00%
Default Rates (as a percent)	4.00%	3.00%
Recovery Rates (as a percent)	75.00%	75.00%
Level III | Subordinated notes and preferred shares | Discounted Cash Flow with Consensus Pricing | Weighted Average
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Indicative Quotes (% of Par)	59.00%	63.00%
Discount Rates (as a percent)	11.00%	10.00%
Default Rates (as a percent)	2.00%	2.00%
Recovery Rates (as a percent)	66.00%	68.00%
Level III | Combination notes | Consensus Pricing
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Fair value of liabilities	$ 18.9	$ 15.9
Valuation technique of liabilities	Consensus Pricing	Consensus Pricing
Level III | Combination notes | Consensus Pricing | Minimum
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Indicative Quotes (% of Par)	90.00%	97.00%
Level III | Combination notes | Consensus Pricing | Maximum
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Indicative Quotes (% of Par)	96.00%	98.00%
Level III | Combination notes | Consensus Pricing | Weighted Average
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Indicative Quotes (% of Par)	94.00%	98.00%
Level III | Loans Payable of a consolidated real estate VIE | Discounted Cash Flow
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Fair value of liabilities	$ 109.1	$ 146.2
Valuation technique of liabilities	Discounted Cash Flow	Discounted Cash Flow
Level III | Loans Payable of a consolidated real estate VIE | Discounted Cash Flow | Minimum
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Discount Rates (as a percent)	20.00%	23.00%
Discount to Expected Payment (as a percent)	0.00%	0.00%
Level III | Loans Payable of a consolidated real estate VIE | Discounted Cash Flow | Maximum
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Discount Rates (as a percent)	30.00%	33.00%
Discount to Expected Payment (as a percent)	100.00%	100.00%
Level III | Loans Payable of a consolidated real estate VIE | Discounted Cash Flow | Weighted Average
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Discount Rates (as a percent)	23.00%	26.00%
Discount to Expected Payment (as a percent)	32.00%	36.00%
Level III | Derivative instruments of the CLOs | Counterparty Pricing
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Fair value of liabilities	$ 25.8	$ 17.2
Valuation technique of liabilities	Counterparty Pricing	Counterparty Pricing
Level III | Derivative instruments of the CLOs | Counterparty Pricing | Minimum
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Indicative Quotes (as a percent)	6.00%	2.00%
Level III | Derivative instruments of the CLOs | Counterparty Pricing | Maximum
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Indicative Quotes (as a percent)	35.00%	22.00%
Level III | Derivative instruments of the CLOs | Counterparty Pricing | Weighted Average
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Indicative Quotes (as a percent)	20.00%	11.00%
Level III | Contingent cash consideration | Discounted Cash Flow
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Fair value of liabilities	$ 16.6	$ 51.1
Valuation technique of liabilities	Discounted Cash Flow	Discounted Cash Flow
Level III | Contingent cash consideration | Discounted Cash Flow | Minimum
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Discount Rates (as a percent)	5.00%	5.00%
Assumed % of Total Potential Contingent Payments	0.00%	0.00%
Level III | Contingent cash consideration | Discounted Cash Flow | Maximum
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Discount Rates (as a percent)	21.00%	18.00%
Assumed % of Total Potential Contingent Payments	100.00%	100.00%
Level III | Contingent cash consideration | Discounted Cash Flow | Weighted Average
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Discount Rates (as a percent)	11.00%	13.00%
Assumed % of Total Potential Contingent Payments	6.00%	20.00%
Level III | Equity securities | Comparable Multiple 1
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Fair value of assets	$ 938.3	$ 1,783.7
Valuation technique of assets	Comparable Multiple	Comparable Multiple
Level III | Equity securities | Comparable Multiple 1 | Minimum
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Ltm Ebitda Multiple Range	4.6	4.8
Level III | Equity securities | Comparable Multiple 1 | Maximum
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Ltm Ebitda Multiple Range	15.6	16.2
Level III | Equity securities | Comparable Multiple 1 | Weighted Average
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Ltm Ebitda Multiple Range	11.3	12.1
Level III | Equity securities | Comparable Multiple 2
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Fair value of assets		$ 168.7
Valuation technique of assets		Comparable Multiple
Level III | Equity securities | Comparable Multiple 2 | Minimum
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Forward EBITDA Multiple | Multiplier		8.4
Level III | Equity securities | Comparable Multiple 2 | Maximum
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Forward EBITDA Multiple | Multiplier		8.4
Level III | Equity securities | Comparable Multiple 2 | Weighted Average
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Forward EBITDA Multiple | Multiplier		8.4
Level III | Equity securities | Consensus Pricing
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Fair value of assets	$ 17.7	$ 16.1
Valuation technique of assets	Consensus Pricing	Consensus Pricing
Level III | Equity securities | Consensus Pricing | Minimum
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Indicative Quotes ($ per share) | $ / shares	$ 0	$ 0
Level III | Equity securities | Consensus Pricing | Maximum
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Indicative Quotes ($ per share) | $ / shares	245	246
Level III | Equity securities | Consensus Pricing | Weighted Average
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Indicative Quotes ($ per share) | $ / shares	$ 0	$ 0
Level III | Bonds | Consensus Pricing
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Fair value of assets	$ 1,229.2	$ 1,235.8
Valuation technique of assets	Consensus Pricing	Consensus Pricing
Level III | Bonds | Consensus Pricing | Minimum
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Indicative Quotes (% of Par)	1.00%	0.00%
Level III | Bonds | Consensus Pricing | Maximum
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Indicative Quotes (% of Par)	142.00%	133.00%
Level III | Bonds | Consensus Pricing | Weighted Average
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Indicative Quotes (% of Par)	98.00%	99.00%
Level III | Loans | Consensus Pricing
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Fair value of assets	$ 15,427.6	$ 14,873.4
Valuation technique of assets	Consensus Pricing	Consensus Pricing
Level III | Loans | Consensus Pricing | Minimum
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Indicative Quotes (% of Par)	2.00%	0.00%
Level III | Loans | Consensus Pricing | Maximum
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Indicative Quotes (% of Par)	138.00%	126.00%
Level III | Loans | Consensus Pricing | Weighted Average
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Indicative Quotes (% of Par)	98.00%	98.00%
Level III | Loans | Market Yield Analysis
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Fair value of assets	$ 54.6	$ 211.5
Valuation technique of assets	Market Yield Analysis	Market Yield Analysis
Level III | Loans | Market Yield Analysis | Minimum
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Market Yield (as a percent)	5.00%	5.00%
Level III | Loans | Market Yield Analysis | Maximum
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Market Yield (as a percent)	16.00%	17.00%
Level III | Loans | Market Yield Analysis | Weighted Average
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Market Yield (as a percent)	11.00%	11.00%
Level III | Partnership and LLC interests | NAV of Underlying Fund
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Fair value of assets	$ 3,350.2	$ 3,481.0
Valuation technique of assets	NAV of Underlying Fund(1)	NAV of Underlying Fund(1)
Level III | Other | Counterparty Pricing
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Fair value of assets	$ 3.3	$ 1.5
Valuation technique of assets	Counterparty Pricing	Counterparty Pricing
Level III | Other | Counterparty Pricing | Minimum
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Indicative Quotes (as a percent)	0.00%	0.00%
Level III | Other | Counterparty Pricing | Maximum
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Indicative Quotes (as a percent)	15.00%	6.00%
Level III | Other | Counterparty Pricing | Weighted Average
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Indicative Quotes (as a percent)	5.00%	3.00%
Level III | Investments of Consolidated Funds
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Fair value of assets	$ 21,020.9	$ 21,771.7
Level III | Trading securities and other | Comparable Multiple 1
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Fair value of assets	$ 1.6	$ 3.0
Valuation technique of assets	Comparable Multiple	Comparable Multiple
Level III | Trading securities and other | Comparable Multiple 1 | Minimum
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Ltm Ebitda Multiple Range	5.8	5.8
Level III | Trading securities and other | Comparable Multiple 1 | Maximum
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Ltm Ebitda Multiple Range	5.8	5.8
Level III | Trading securities and other | Comparable Multiple 1 | Weighted Average
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Ltm Ebitda Multiple Range	5.8	5.8
Level III | Trading securities and other | Discounted Cash Flow
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Fair value of assets		$ 0.3
Valuation technique of assets		Discounted Cash Flow
Level III | Trading securities and other | Discounted Cash Flow | Minimum
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Discount Rates (as a percent)		10.00%
Level III | Trading securities and other | Discounted Cash Flow | Maximum
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Discount Rates (as a percent)		10.00%
Level III | Trading securities and other | Discounted Cash Flow | Weighted Average
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Discount Rates (as a percent)		10.00%
Level III | Restricted securities of Consolidated Funds | Consensus Pricing
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Fair value of assets	$ 8.7	$ 8.6
Valuation technique of assets	Consensus Pricing	Consensus Pricing
Level III | Restricted securities of Consolidated Funds | Consensus Pricing | Minimum
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Indicative Quotes (as a percent)	87.00%	87.00%
Level III | Restricted securities of Consolidated Funds | Consensus Pricing | Maximum
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Indicative Quotes (as a percent)	87.00%	87.00%
Level III | Restricted securities of Consolidated Funds | Consensus Pricing | Weighted Average
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Indicative Quotes (as a percent)	87.00%	87.00%