XML 76 R58.htm IDEA: XBRL DOCUMENT v2.4.0.6
Variable Interest Entities and Consolidation of Investment Vehicles (Details 4) (CIVs, Significant unobservable inputs (Level 3), USD $)
In Thousands, unless otherwise specified
3 Months Ended 9 Months Ended
Dec. 31, 2011
Dec. 31, 2010
Dec. 31, 2011
Dec. 31, 2010
ASSETS:        
Assets measured at fair value using significant unobservable inputs, value at beginning of period $ 56,840 $ 35,514 $ 52,151 $ 26,066
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases, Sales, Issuances, Settlements   (848)   5,195
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases 3,794   18,467  
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales (10,954)   (26,461)  
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3 0 3,235 0 5,862 [1]
Realized and unrealized gains/(losses), net, assets 738 3,013 6,261 3,791
Assets measured at fair value using significant unobservable inputs, value at end of period 50,418 40,914 50,418 40,914
Fair Value Disclosures [Abstract]        
Unrealized gains (losses) on Level 3 assets and liabilities still held at the reporting date 2,192 (12,331) 13,127 (14,415)
Hedge funds
       
ASSETS:        
Assets measured at fair value using significant unobservable inputs, value at beginning of period 33,327 19,712 34,272 12,374
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases, Sales, Issuances, Settlements   (849)   2,540
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases 3,794   14,493  
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales (10,954)   (26,461)  
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3 0 3,235 0 5,862 [1]
Realized and unrealized gains/(losses), net, assets 380 3,196 4,243 4,518
Assets measured at fair value using significant unobservable inputs, value at end of period 26,547 25,294 26,547 25,294
Private equity funds
       
ASSETS:        
Assets measured at fair value using significant unobservable inputs, value at beginning of period 23,513 15,802 17,879 13,692
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases, Sales, Issuances, Settlements   1   2,655
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases 0   3,974  
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales 0   0  
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3 0 0 0 0 [1]
Realized and unrealized gains/(losses), net, assets 358 (183) 2,018 (727)
Assets measured at fair value using significant unobservable inputs, value at end of period 23,871 15,620 23,871 15,620
CLO debt
       
ASSETS:        
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases, Sales, Issuances, Settlements   0   0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases 0   0  
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales 0   0  
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3 0   0  
LIABILITIES:        
Liabilities measured at fair value using significant unobservable inputs, value at beginning of period (267,714) (252,822) (278,320) 0
Transfers of Level 3, liabilities   0   (249,668) [1]
Realized and unrealized gains/(losses), net, liabilities 2,236 (15,059) 12,842 (18,213)
Liabilities measured at fair value using significant unobservable inputs, value at end of period (265,478) (267,881) (265,478) (267,881)
Gain (Loss) on Investments [Member]
       
Fair Value Disclosures [Abstract]        
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Liability Gain (Loss) Included in Earnings $ 2,974 $ (12,046) $ 19,103 $ (14,422)
[1] Transfers into Level 3 for the nine months ended December 31, 2010, primarily represent liabilities recorded upon the initial consolidation of investment vehicles.