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Variable Interest Entities and Consolidation of Investment Vehicles (Details 5) (CIVs, Significant unobservable inputs (Level 3), USD $)
In Thousands, unless otherwise specified
3 Months Ended 6 Months Ended
Sep. 30, 2012
Sep. 30, 2011
Sep. 30, 2012
Sep. 30, 2011
ASSETS:        
Assets measured at fair value using significant unobservable inputs, value at beginning of period $ 46,395 $ 55,510 $ 49,187 $ 52,151
Purchases 62 5,043 496 14,673
Sales (2,239) (3,871) (3,947) (15,507)
Transfers In 0 0 0 1,057
Transfers Out 0 (1,057) 0 (1,057)
Realized and unrealized gains/(losses), net 770 1,215 (748) 5,523
Assets measured at fair value using significant unobservable inputs, value at end of period 44,988 56,840 44,988 56,840
Hedge funds
       
ASSETS:        
Assets measured at fair value using significant unobservable inputs, value at beginning of period 22,207 35,718 24,116 34,272
Purchases 62 1,647 496 10,699
Sales (1,087) (3,871) (1,917) (15,507)
Transfers In 0 0 0 1,057
Transfers Out 0 (1,057) 0 (1,057)
Realized and unrealized gains/(losses), net 569 890 (944) 3,863
Assets measured at fair value using significant unobservable inputs, value at end of period 21,751 33,327 21,751 33,327
Private equity funds
       
ASSETS:        
Assets measured at fair value using significant unobservable inputs, value at beginning of period 24,188 19,792 25,071 17,879
Purchases 0 3,396 0 3,974
Sales (1,152) 0 (2,030) 0
Transfers In 0 0 0 0
Transfers Out 0 0 0 0
Realized and unrealized gains/(losses), net 201 325 196 1,660
Assets measured at fair value using significant unobservable inputs, value at end of period 23,237 23,513 23,237 23,513
CLO debt
       
LIABILITIES:        
Liabilities measured at fair value using significant unobservable inputs, value at beginning of period (273,560) (278,195) (271,707) (278,320)
Purchases 0 0 0 0
Sales 0 0 0 0
Transfers in 0 0 0 0
Transfers out 0 0 0 0
Realized and unrealized gains/(losses), net (3,749) 10,481 (5,602) 10,606
Liabilities measured at fair value using significant unobservable inputs, value at end of period (277,309) (267,714) (277,309) (267,714)
Gain (Loss) on Investments
       
Fair Value Disclosures [Abstract]        
Total realized and unrealized gains (losses), net (2,979) 11,696 (6,350) 16,129
Unrealized gains (losses) on Level 3 assets and liabilities still held at the reporting date $ (3,471) $ 9,990 $ (6,963) $ 10,935