v2.4.0.8
DERIVATIVE FINANCIAL INSTRUMENTS (Tables)
9 Months Ended
Sep. 30, 2013
Summary of Aggregate Notional Amount and Fair Value of Derivative Financial Instruments

The table below summarizes the aggregate notional amount and fair value of the derivative financial instruments. The notional amount represents the absolute value amount of all outstanding derivative contracts.

 

    September 30, 2013     December 31, 2012  
    Assets     Liabilities     Assets     Liabilities  
    Notional     Fair
Value
    Notional     Fair
Value
    Notional     Fair
Value
    Notional     Fair
Value
 

Freestanding Derivatives

               

Blackstone—Other Interest Rate Contracts

  $ 1,914,476      $ 44,545      $ 1,035,600      $ 4,673      $ 689,300      $ 55,270      $ 636,555      $ 4,116   

Foreign Currency Contracts

    68,896        1,490        66,115        1,398        16,771        74        7,025        81   

Credit Default Swaps

    —         —          41,000        4,534        —          —          —          —     

Investments of Consolidated CLO Vehicles

               

Foreign Currency Contracts

    362,841        30,954        236,887        8,775        435,229        37,898        301,551        17,101   

Interest Rate Contracts

    81,505        3,653        —          —          165,517        6,132        90,500        772   
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ 2,427,718      $ 80,642      $ 1,379,602      $ 19,380      $ 1,306,817      $ 99,374      $ 1,035,631      $ 22,070   
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
Summary of Impact of Derivative Financial Instruments to Condensed Consolidated Statements of Operations

The table below summarizes the impact to the Condensed Consolidated Statements of Operations from derivative financial instruments:

 

     Three Months Ended
September 30,
    Nine Months Ended
September 30,
 
     2013     2012     2013     2012  

Fair Value Hedges — Interest Rate Swaps

        

Hedge Ineffectiveness

   $ —        $ —        $ —        $ 548   
  

 

 

   

 

 

   

 

 

   

 

 

 

Excluded from Assessment of Effectiveness

   $ —        $ —        $ —        $ (938
  

 

 

   

 

 

   

 

 

   

 

 

 

Realized Gain

   $ —        $ —        $ —        $ 22,941   
  

 

 

   

 

 

   

 

 

   

 

 

 

Freestanding Derivatives

        

Realized Gains (Losses)

        

Interest Rate Contracts

   $ 359      $ (189   $ (596   $ (2,740

Foreign Currency Contracts

     11,847        (1,438     8,084        1,357   

Other

     92        8        (81     15   
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ 12,298      $ (1,619   $ 7,407      $ (1,368
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Change in Unrealized Gains (Losses)

        

Interest Rate Contracts

   $ (2,512   $ 1,946      $ (12,005   $ 9,565   

Foreign Currency Contracts

     (11,553     (11,027     1,083        (11,692

Credit Default Swaps

     211        (5     (89     (46
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (13,854   $ (9,086   $ (11,011   $ (2,173