XML 59 R49.htm IDEA: XBRL DOCUMENT v3.7.0.1
FAIR VALUE OF FINANCIAL INSTRUMENTS (Details 2) - USD ($)
$ in Thousands
Jun. 30, 2017
Dec. 31, 2016
Assets:    
Corporate debt securities $ 263,055 $ 229,206
Total securities 263,055 229,206
Corporate loans 3,635,589 3,305,264
Equity investments, at estimated fair value 444,373 168,658
Interests in joint ventures and partnerships, at estimated fair value 1,009,737 793,996
Derivatives:    
Total derivative assets 23,876 46,447
Liabilities:    
Collateralized loan obligation secured notes, at estimated fair value 2,916,680 3,087,941
Derivatives:    
Total derivative liabilities 33,277 32,705
Recurring basis | Estimated Fair Value    
Assets:    
Total securities 263,055 229,206
Corporate loans 3,635,589 3,305,264
Equity investments, at estimated fair value 444,373 168,658
Interests in joint ventures and partnerships, at estimated fair value 1,009,737 793,996
Derivatives:    
Total derivative assets 23,876 46,447
Total 5,376,630 4,543,571
Derivatives:    
Total derivative liabilities 33,277 32,705
Total 3,038,372 3,210,253
Recurring basis | Estimated Fair Value | Unaffiliated Entity    
Liabilities:    
Collateralized loan obligation secured notes, at estimated fair value 2,916,680 3,087,941
Recurring basis | Estimated Fair Value | Affiliated Entity    
Liabilities:    
Collateralized loan obligation secured notes, at estimated fair value 88,415 89,607
Recurring basis | Estimated Fair Value | Corporate Debt Securities    
Assets:    
Corporate debt securities 236,943 188,543
Recurring basis | Estimated Fair Value | Residential Mortgage- Backed Securities    
Assets:    
Residential mortgage-backed securities 26,112 40,663
Recurring basis | Estimated Fair Value | Foreign exchange forward contracts and options    
Derivatives:    
Derivative assets 20,494 43,918
Derivatives:    
Derivative liabilities 5,007 5,442
Recurring basis | Estimated Fair Value | Warrants    
Derivatives:    
Derivative assets 1,795 1,528
Recurring basis | Estimated Fair Value | Options    
Derivatives:    
Derivative assets 1,587 1,001
Recurring basis | Estimated Fair Value | Interest rate swaps    
Derivatives:    
Derivative liabilities 28,270 27,263
Recurring basis | Quoted Prices in Active Markets for Identical Assets (Level 1)    
Assets:    
Total securities 0 0
Corporate loans 0 0
Equity investments, at estimated fair value 53,562 36,353
Interests in joint ventures and partnerships, at estimated fair value 0 0
Derivatives:    
Total derivative assets 0 0
Total 53,562 36,353
Derivatives:    
Total derivative liabilities 0 0
Total 0 0
Recurring basis | Quoted Prices in Active Markets for Identical Assets (Level 1) | Unaffiliated Entity    
Liabilities:    
Collateralized loan obligation secured notes, at estimated fair value 0 0
Recurring basis | Quoted Prices in Active Markets for Identical Assets (Level 1) | Affiliated Entity    
Liabilities:    
Collateralized loan obligation secured notes, at estimated fair value 0 0
Recurring basis | Quoted Prices in Active Markets for Identical Assets (Level 1) | Corporate Debt Securities    
Assets:    
Corporate debt securities 0 0
Recurring basis | Quoted Prices in Active Markets for Identical Assets (Level 1) | Residential Mortgage- Backed Securities    
Assets:    
Residential mortgage-backed securities 0 0
Recurring basis | Quoted Prices in Active Markets for Identical Assets (Level 1) | Foreign exchange forward contracts and options    
Derivatives:    
Derivative assets 0 0
Derivatives:    
Derivative liabilities 0 0
Recurring basis | Quoted Prices in Active Markets for Identical Assets (Level 1) | Warrants    
Derivatives:    
Derivative assets 0 0
Recurring basis | Quoted Prices in Active Markets for Identical Assets (Level 1) | Options    
Derivatives:    
Derivative assets 0 0
Recurring basis | Quoted Prices in Active Markets for Identical Assets (Level 1) | Interest rate swaps    
Derivatives:    
Derivative liabilities 0 0
Recurring basis | Significant Other Observable Inputs (Level 2)    
Assets:    
Total securities 3,983 13,337
Corporate loans 3,526,184 3,176,070
Equity investments, at estimated fair value 0 0
Interests in joint ventures and partnerships, at estimated fair value 0 0
Derivatives:    
Total derivative assets 19,874 41,636
Total 3,550,041 3,231,043
Derivatives:    
Total derivative liabilities 33,264 31,415
Total 3,038,359 3,208,963
Recurring basis | Significant Other Observable Inputs (Level 2) | Unaffiliated Entity    
Liabilities:    
Collateralized loan obligation secured notes, at estimated fair value 2,916,680 3,087,941
Recurring basis | Significant Other Observable Inputs (Level 2) | Affiliated Entity    
Liabilities:    
Collateralized loan obligation secured notes, at estimated fair value 88,415 89,607
Recurring basis | Significant Other Observable Inputs (Level 2) | Corporate Debt Securities    
Assets:    
Corporate debt securities 3,983 13,337
Recurring basis | Significant Other Observable Inputs (Level 2) | Residential Mortgage- Backed Securities    
Assets:    
Residential mortgage-backed securities 0 0
Recurring basis | Significant Other Observable Inputs (Level 2) | Foreign exchange forward contracts and options    
Derivatives:    
Derivative assets 19,874 41,636
Derivatives:    
Derivative liabilities 4,994 4,152
Recurring basis | Significant Other Observable Inputs (Level 2) | Warrants    
Derivatives:    
Derivative assets 0 0
Recurring basis | Significant Other Observable Inputs (Level 2) | Options    
Derivatives:    
Derivative assets 0 0
Recurring basis | Significant Other Observable Inputs (Level 2) | Interest rate swaps    
Derivatives:    
Derivative liabilities 28,270 27,263
Recurring basis | Significant Unobservable Inputs (Level 3)    
Assets:    
Total securities 259,072 215,869
Corporate loans 109,405 129,194
Equity investments, at estimated fair value 390,811 132,305
Interests in joint ventures and partnerships, at estimated fair value 1,009,737 793,996
Derivatives:    
Total derivative assets 4,002 4,811
Total 1,773,027 1,276,175
Derivatives:    
Total derivative liabilities 13 1,290
Total 13 1,290
Recurring basis | Significant Unobservable Inputs (Level 3) | Unaffiliated Entity    
Liabilities:    
Collateralized loan obligation secured notes, at estimated fair value 0 0
Recurring basis | Significant Unobservable Inputs (Level 3) | Affiliated Entity    
Liabilities:    
Collateralized loan obligation secured notes, at estimated fair value 0 0
Recurring basis | Significant Unobservable Inputs (Level 3) | Corporate Debt Securities    
Assets:    
Corporate debt securities 232,960 175,206
Recurring basis | Significant Unobservable Inputs (Level 3) | Residential Mortgage- Backed Securities    
Assets:    
Residential mortgage-backed securities 26,112 40,663
Recurring basis | Significant Unobservable Inputs (Level 3) | Foreign exchange forward contracts and options    
Derivatives:    
Derivative assets 620 2,282
Derivatives:    
Derivative liabilities 13 1,290
Recurring basis | Significant Unobservable Inputs (Level 3) | Warrants    
Derivatives:    
Derivative assets 1,795 1,528
Recurring basis | Significant Unobservable Inputs (Level 3) | Options    
Derivatives:    
Derivative assets 1,587 1,001
Recurring basis | Significant Unobservable Inputs (Level 3) | Interest rate swaps    
Derivatives:    
Derivative liabilities $ 0 $ 0