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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
12 Months Ended
Mar. 31, 2013
Mar. 31, 2012
Hedge funds
   
ASSETS:    
Assets measured at fair value using significant unobservable inputs, value at beginning of period $ 24,116 $ 34,272
Purchases 1,980 17,018
Sales (6,602) (32,058)
Settlements and Other 0  
Transfers Into Level 3   3,302
Transfers Out of Level 3   (3,316)
Transfers, Net 0  
Realized and unrealized gains/(losses), net (46) 4,898
Assets measured at fair value using significant unobservable inputs, value at end of period 19,448 24,116
Private equity funds
   
ASSETS:    
Assets measured at fair value using significant unobservable inputs, value at beginning of period 25,071 17,879
Purchases 2,622 4,889
Sales (2,030) (762)
Settlements and Other 0  
Transfers Into Level 3   0
Transfers Out of Level 3   0
Transfers, Net 0  
Realized and unrealized gains/(losses), net 1,319 3,065
Assets measured at fair value using significant unobservable inputs, value at end of period 26,982 25,071
Total assets
   
ASSETS:    
Assets measured at fair value using significant unobservable inputs, value at beginning of period 49,187 52,151
Purchases 4,602 21,907
Sales (8,632) (32,820)
Settlements and Other 0  
Transfers Into Level 3   3,302
Transfers Out of Level 3   (3,316)
Transfers, Net 0  
Realized and unrealized gains/(losses), net 1,273 7,963
Assets measured at fair value using significant unobservable inputs, value at end of period 46,430 49,187
CLO debt
   
LIABILITIES:    
Liabilities measured at fair value using significant unobservable inputs, value at beginning of period (271,707) (278,320)
Purchases 0 0
Sales 0 0
Settlements/Other 75,798  
Transfers Into Level 3   0
Transfers Out of Level 3   0
Transfers, Net 0  
Realized and unrealized gains/(losses), net (11,926) 6,613
Liabilities measured at fair value using significant unobservable inputs, value at end of period (207,835) (271,707)
Gain (Loss) on Investments
   
Fair Value Disclosures [Abstract]    
Total realized and unrealized gains (losses), net (10,653) 14,576
Unrealized gains (losses) on Level 3 assets and liabilities still held at the reporting date $ (11,842) $ 7,297