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Investments, at Fair Value (Details) (USD $)
In Thousands, unless otherwise specified
Jun. 30, 2012
Dec. 31, 2011
Equity Securities:    
Investments, at fair value $ 38,835,612 $ 38,614,226
Total investments, Percentage 100.00% 100.00%
Securities sold short:    
Securities sold short-equities (188,183) (213,727)
United States [Member]
    
Fixed income securities:    
Fair Value 16,603,278 17,674,567
Fair value as a percentage of investments of consolidated funds 42.70% 45.80%
Equity Securities:    
Fair Value 11,613,851 10,524,374
Fair value as a percentage of investments of consolidated funds 29.90% 27.30%
United States [Member] | Consumer discretionary [Member]
    
Equity Securities:    
Fair Value 3,298,135 3,189,373
Fair value as a percentage of investments of consolidated funds 8.60% 8.30%
United States [Member] | Consumer Staples [Member]
    
Equity Securities:    
Fair Value 550,334 299,673
Fair value as a percentage of investments of consolidated funds 1.40% 0.80%
United States [Member] | Energy [Member]
    
Equity Securities:    
Fair Value 504,147 542,490
Fair value as a percentage of investments of consolidated funds 1.30% 1.40%
United States [Member] | Financials [Member]
    
Equity Securities:    
Fair Value 4,438,835 3,296,925
Fair value as a percentage of investments of consolidated funds 11.40% 8.50%
United States [Member] | Health care [Member]
    
Equity Securities:    
Fair Value 128,737 140,509
Fair value as a percentage of investments of consolidated funds 0.30% 0.40%
United States [Member] | Industrials [Member]
    
Equity Securities:    
Fair Value 1,158,670 1,021,423
Fair value as a percentage of investments of consolidated funds 3.00% 2.60%
United States [Member] | Information technology [Member]
    
Equity Securities:    
Fair Value 83,479 72,613
Fair value as a percentage of investments of consolidated funds 0.20% 0.20%
United States [Member] | Materials [Member]
    
Equity Securities:    
Fair Value 1,253,566 1,490,285
Fair value as a percentage of investments of consolidated funds 3.20% 3.90%
United States [Member] | Telecommunication services [Member]
    
Equity Securities:    
Fair Value 14,398 458,033
Fair value as a percentage of investments of consolidated funds 0.00% 1.20%
United States [Member] | Utilities [Member]
    
Equity Securities:    
Fair Value 183,550 13,050
Fair value as a percentage of investments of consolidated funds 0.50% 0.00%
United States [Member] | Consumer discretionary [Member]
    
Fixed income securities:    
Fair Value 7,055,583 7,656,687
Fair value as a percentage of investments of consolidated funds 18.20% 19.90%
United States [Member] | Consumer Staples [Member]
    
Fixed income securities:    
Fair Value 597,680 394,897
Fair value as a percentage of investments of consolidated funds 1.50% 1.00%
United States [Member] | Energy [Member]
    
Fixed income securities:    
Fair Value 447,123 551,850
Fair value as a percentage of investments of consolidated funds 1.20% 1.40%
United States [Member] | Financials [Member]
    
Fixed income securities:    
Fair Value 1,524,608 1,398,771
Fair value as a percentage of investments of consolidated funds 3.90% 3.60%
United States [Member] | Health care [Member]
    
Fixed income securities:    
Fair Value 583,012 508,947
Fair value as a percentage of investments of consolidated funds 1.50% 1.30%
United States [Member] | Industrials [Member]
    
Fixed income securities:    
Fair Value 2,608,092 2,976,294
Fair value as a percentage of investments of consolidated funds 6.70% 7.70%
United States [Member] | Information technology [Member]
    
Fixed income securities:    
Fair Value 810,749 764,642
Fair value as a percentage of investments of consolidated funds 2.10% 2.00%
United States [Member] | Materials [Member]
    
Fixed income securities:    
Fair Value 782,114 1,050,651
Fair value as a percentage of investments of consolidated funds 2.00% 2.70%
United States [Member] | Telecommunication services [Member]
    
Fixed income securities:    
Fair Value 201,276 262,830
Fair value as a percentage of investments of consolidated funds 5.00% 0.70%
United States [Member] | Utilities [Member]
    
Fixed income securities:    
Fair Value 1,993,041 2,108,998
Fair value as a percentage of investments of consolidated funds 5.10% 5.50%
Europe [Member]
    
Fixed income securities:    
Fair Value 4,139,861 3,678,950
Fair value as a percentage of investments of consolidated funds 10.70% 9.50%
Equity Securities:    
Fair Value 3,115,801 3,096,493
Fair value as a percentage of investments of consolidated funds 8.00% 8.00%
Europe [Member] | Consumer discretionary [Member]
    
Equity Securities:    
Fair Value 127,087 220,504
Fair value as a percentage of investments of consolidated funds 0.30% 0.60%
Europe [Member] | Consumer Staples [Member]
    
Equity Securities:    
Fair Value 1,243,479 1,258,840
Fair value as a percentage of investments of consolidated funds 3.20% 3.30%
Europe [Member] | Energy [Member]
    
Equity Securities:    
Fair Value 92,586  
Fair value as a percentage of investments of consolidated funds 0.30%  
Europe [Member] | Financials [Member]
    
Equity Securities:    
Fair Value 1,057,493 896,977
Fair value as a percentage of investments of consolidated funds 2.70% 2.30%
Europe [Member] | Industrials [Member]
    
Equity Securities:    
Fair Value 1,336 6,239
Fair value as a percentage of investments of consolidated funds 0.00% 0.00%
Europe [Member] | Materials [Member]
    
Equity Securities:    
Fair Value 593,820 713,933
Fair value as a percentage of investments of consolidated funds 1.50% 1.80%
Europe [Member] | Consumer discretionary [Member]
    
Fixed income securities:    
Fair Value 1,771,265 1,369,006
Fair value as a percentage of investments of consolidated funds 4.60% 3.50%
Europe [Member] | Consumer Staples [Member]
    
Fixed income securities:    
Fair Value 324,106 366,268
Fair value as a percentage of investments of consolidated funds 0.80% 1.00%
Europe [Member] | Energy [Member]
    
Fixed income securities:    
Fair Value 162,811 68,689
Fair value as a percentage of investments of consolidated funds 0.40% 0.20%
Europe [Member] | Financials [Member]
    
Fixed income securities:    
Fair Value 527,026 458,177
Fair value as a percentage of investments of consolidated funds 1.30% 1.20%
Europe [Member] | Health care [Member]
    
Fixed income securities:    
Fair Value 30,143 52,098
Fair value as a percentage of investments of consolidated funds 0.10% 0.10%
Europe [Member] | Industrials [Member]
    
Fixed income securities:    
Fair Value 530,193 550,122
Fair value as a percentage of investments of consolidated funds 1.40% 1.40%
Europe [Member] | Information technology [Member]
    
Fixed income securities:    
Fair Value 24,628 40,348
Fair value as a percentage of investments of consolidated funds 0.10% 0.10%
Europe [Member] | Materials [Member]
    
Fixed income securities:    
Fair Value 666,055 697,314
Fair value as a percentage of investments of consolidated funds 1.70% 1.80%
Europe [Member] | Telecommunication services [Member]
    
Fixed income securities:    
Fair Value 75,316 28,835
Fair value as a percentage of investments of consolidated funds 0.20% 0.10%
Europe [Member] | Utilities [Member]
    
Fixed income securities:    
Fair Value 28,318 48,093
Fair value as a percentage of investments of consolidated funds 0.10% 0.10%
Asia and other [Member]
    
Equity Securities:    
Fair Value 1,802,014 1,786,590
Fair value as a percentage of investments of consolidated funds 4.70% 4.60%
Asia and other [Member] | Consumer discretionary [Member]
    
Equity Securities:    
Fair Value 109,378 125,039
Fair value as a percentage of investments of consolidated funds 0.30% 0.30%
Asia and other [Member] | Consumer Staples [Member]
    
Equity Securities:    
Fair Value 73,023 80,728
Fair value as a percentage of investments of consolidated funds 0.20% 0.20%
Asia and other [Member] | Energy [Member]
    
Equity Securities:    
Fair Value 32,456 55,973
Fair value as a percentage of investments of consolidated funds 0.10% 0.10%
Asia and other [Member] | Financials [Member]
    
Equity Securities:    
Fair Value 770,979 801,538
Fair value as a percentage of investments of consolidated funds 2.00% 2.10%
Asia and other [Member] | Health care [Member]
    
Equity Securities:    
Fair Value 83 76
Fair value as a percentage of investments of consolidated funds 0.00% 0.00%
Asia and other [Member] | Industrials [Member]
    
Equity Securities:    
Fair Value 645,290 491,080
Fair value as a percentage of investments of consolidated funds 1.70% 1.30%
Asia and other [Member] | Information technology [Member]
    
Equity Securities:    
Fair Value 66,197 63,949
Fair value as a percentage of investments of consolidated funds 0.20% 0.20%
Asia and other [Member] | Materials [Member]
    
Equity Securities:    
Fair Value 76,613 54,714
Fair value as a percentage of investments of consolidated funds 0.20% 0.10%
Asia and other [Member] | Telecommunication services [Member]
    
Equity Securities:    
Fair Value 5,842 16,073
Fair value as a percentage of investments of consolidated funds 0.00% 0.00%
Asia and other [Member] | Utilities [Member]
    
Equity Securities:    
Fair Value 22,153 97,420
Fair value as a percentage of investments of consolidated funds 0.00% 0.30%
Asia and other [Member] | Consumer discretionary [Member]
    
Fixed income securities:    
Fair Value 1,164,354 1,274,605
Fair value as a percentage of investments of consolidated funds 3.00% 3.30%
Asia and other [Member] | Consumer Staples [Member]
    
Fixed income securities:    
Fair Value 4,539 6,821
Fair value as a percentage of investments of consolidated funds 0.00% 0.00%
Asia and other [Member] | Energy [Member]
    
Fixed income securities:    
Fair Value 61,650 221,786
Fair value as a percentage of investments of consolidated funds 0.20% 0.60%
Asia and other [Member] | Financials [Member]
    
Fixed income securities:    
Fair Value 22,564 31,726
Fair value as a percentage of investments of consolidated funds 0.10% 0.10%
Asia and other [Member] | Health care [Member]
    
Fixed income securities:    
Fair Value 4,839  
Fair value as a percentage of investments of consolidated funds 0.00%  
Asia and other [Member] | Industrials [Member]
    
Fixed income securities:    
Fair Value 58,123 27,996
Fair value as a percentage of investments of consolidated funds 0.10% 0.10%
Asia and other [Member] | Information technology [Member]
    
Fixed income securities:    
Fair Value 29,489 94,727
Fair value as a percentage of investments of consolidated funds 0.10% 0.20%
Asia and other [Member] | Materials [Member]
    
Fixed income securities:    
Fair Value 77,931 64,049
Fair value as a percentage of investments of consolidated funds 0.20% 0.20%
Asia and other [Member] | Telecommunication services [Member]
    
Fixed income securities:    
Fair Value 2,561 2,186
Fair value as a percentage of investments of consolidated funds 0.00% 0.00%
Asia and other [Member] | Utilities [Member]
    
Fixed income securities:    
Fair Value 134,757 129,356
Fair value as a percentage of investments of consolidated funds 0.30% 0.30%
Fixed income securities [Member]
    
Fixed income securities:    
Fair Value 22,303,946 23,206,769
Fair value as a percentage of investments of consolidated funds 57.40% 60.10%
Securities sold short:    
Securities sold short-equities   (12,450)
Fixed income securities [Member] | Asia and other [Member]
    
Fixed income securities:    
Fair Value 1,560,807 1,853,252
Fair value as a percentage of investments of consolidated funds 4.00% 4.80%
Equity securities [Member]
    
Equity Securities:    
Fair Value 16,531,666 15,407,457
Fair value as a percentage of investments of consolidated funds 42.60% 39.90%
Securities sold short:    
Securities sold short-equities $ 188,183 $ 201,277