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FAIR VALUE - Consolidated Funds Summary of Changes in Fair Value of Level III Investments (Details) - Consolidated Funds - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2017
Sep. 30, 2016
Sep. 30, 2017
Sep. 30, 2016
Dec. 31, 2015
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]          
Cumulative-effect adjustment from adoption of accounting guidance         $ (27,012,584)
Fair Value, Net Asset (Liability) Measured On Recurring Basis, Unobservable Input Reconciliation [Roll Forward]          
Beginning balance $ 201,985 $ 195,773 $ 244,354 $ 27,217,707  
Transfers into Level III 349 23,375 24,515 61,308  
Transfers out of Level III (7,037) (765) (56,157) (43,435)  
Purchases 68,056 13,130 118,627 22,667  
Sales (43,993) (21,711) (114,562) (35,404)  
Realized gains (losses), net (145) 110 464 225  
Unrealized appreciation (depreciation), net 2,806 5,065 4,780 4,493  
Ending balance 222,021 214,977 222,021 214,977  
Net change in unrealized appreciation (depreciation) attributable to assets still held at end of period 2,193 5,065 4,447 4,493  
Corporate debt – bank debt          
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]          
Beginning balance 151,229 189,909 208,868 1,871,375  
Cumulative-effect adjustment from adoption of accounting guidance         (1,672,305)
Transfers into Level III 349 20,684 22,537 58,219  
Transfers out of Level III (5,059) (765) (54,179) (43,435)  
Purchases 44,199 5,178 67,516 14,556  
Sales (28,567) (19,918) (83,772) (32,790)  
Realized gains (losses), net (325) 132 (114) 247  
Unrealized appreciation (depreciation), net 2,842 4,754 3,812 4,107  
Ending balance 164,668 199,974 164,668 199,974  
Net change in unrealized appreciation (depreciation) attributable to assets still held at end of period 2,219 4,754 3,366 4,107  
Corporate debt – all other          
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]          
Beginning balance 43,469 1,890 28,793 3,009,164  
Cumulative-effect adjustment from adoption of accounting guidance         (3,007,287)
Transfers into Level III 0 0 1,978 0  
Transfers out of Level III (1,978) 0 (1,978) 0  
Purchases 21,363 6,808 48,481 6,810  
Sales (13,347) (2) (28,072) (2)  
Realized gains (losses), net 175 0 486 0  
Unrealized appreciation (depreciation), net (548) (18) (554) (7)  
Ending balance 49,134 8,678 49,134 8,678  
Net change in unrealized appreciation (depreciation) attributable to assets still held at end of period (538) (18) (441) (7)  
Equities – common stock          
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]          
Beginning balance 7,287 3,974 6,693 8,729,202  
Cumulative-effect adjustment from adoption of accounting guidance         (8,725,026)
Transfers into Level III 0 2,691 0 3,089  
Transfers out of Level III 0 0 0 0  
Purchases 0 1,144 136 1,301  
Sales (74) (1,791) (713) (2,612)  
Realized gains (losses), net   (22) 87 (22)  
Unrealized appreciation (depreciation), net 501 329 1,511 393  
Ending balance 7,714 6,325 7,714 6,325  
Net change in unrealized appreciation (depreciation) attributable to assets still held at end of period 501 329 1,511 393  
Equities – preferred stock          
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]          
Beginning balance     0 1,363,542  
Cumulative-effect adjustment from adoption of accounting guidance         (1,363,542)
Transfers into Level III     0 0  
Transfers out of Level III     0 0  
Purchases     0 0  
Sales     0 0  
Realized gains (losses), net     0 0  
Unrealized appreciation (depreciation), net     0 0  
Ending balance 0 0 0 0  
Net change in unrealized appreciation (depreciation) attributable to assets still held at end of period     0 0  
Real estate          
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]          
Beginning balance 0 0 0 9,655,270  
Cumulative-effect adjustment from adoption of accounting guidance         (9,655,270)
Transfers into Level III 0 0 0 0  
Transfers out of Level III 0 0 0 0  
Purchases 2,494 0 2,494 0  
Sales (2,005) 0 (2,005) 0  
Realized gains (losses), net 5 0 5 0  
Unrealized appreciation (depreciation), net 11 0 11 0  
Ending balance 505 0 505 0  
Net change in unrealized appreciation (depreciation) attributable to assets still held at end of period 11 0 11 0  
Real estate loan portfolios          
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]          
Beginning balance     0 2,597,405  
Cumulative-effect adjustment from adoption of accounting guidance         (2,597,405)
Transfers into Level III     0 0  
Transfers out of Level III     0 0  
Purchases     0 0  
Sales     0 0  
Realized gains (losses), net     0 0  
Unrealized appreciation (depreciation), net     0 0  
Ending balance 0 0 0 0  
Net change in unrealized appreciation (depreciation) attributable to assets still held at end of period     0 0  
Swaps          
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]          
Cumulative-effect adjustment from adoption of accounting guidance         $ 8,251
Swaps          
Beginning balance     0 (8,251)  
Transfers into Level III     0 0  
Transfers out of Level III     0 0  
Purchases     0 0  
Sales     0 0  
Realized gains (losses), net     0 0  
Unrealized appreciation (depreciation), net     0 0  
Ending balance $ 0 $ 0 0 0  
Net change in unrealized appreciation (depreciation) attributable to assets still held at end of period     $ 0 $ 0