XML 36 R72.htm IDEA: XBRL DOCUMENT v2.4.0.8
Variable Interest Entities and Consolidation of Investment Vehicles (Details 4) (CIVs, USD $)
In Thousands, unless otherwise specified
Sep. 30, 2013
Mar. 31, 2013
Minimum
   
Unobservable input subject to measurement uncertainty    
Discount rate 0.90% 1.10%
Default rate 3.00% 3.00%
Maximum
   
Unobservable input subject to measurement uncertainty    
Discount rate 9.00% 11.00%
Default rate 4.00% 4.00%
Weighted-average
   
Unobservable input subject to measurement uncertainty    
Discount rate 2.40% 2.30%
Default rate 3.50% 3.50%
Constant prepayment rate 25.00% 25.00%
Significant unobservable inputs (Level 3)
   
Assets measured at fair value using significant unobservable inputs subject to measurement uncertainty    
CLO debt $ (101,773) $ (207,835)