Variable Interest Entities and Consolidation of Investment Vehicles (Details 3) (CIVs, USD $) In Thousands, unless otherwise specified	Dec. 31, 2012	Mar. 31, 2012
Quoted prices in active markets (Level 1)
Trading investments:
Hedge funds	$ 1,875	$ 1,016
Investments:
CLO loans	0	0
CLO bonds	0	0
Private equity funds	0	0
Total investments	0	0
Financial assets measured at fair value	1,875	1,016
Liabilities:
CLO debt	0	0
Derivative liabilities	0	0
Financial liabilities measured at fair value	0	0
Significant other observable inputs (Level 2)
Trading investments:
Hedge funds	6,446	6,443
Investments:
CLO loans	216,465	260,690
CLO bonds	10,742	9,092
Private equity funds	0	0
Total investments	227,207	269,782
Financial assets measured at fair value	233,653	276,225
Liabilities:
CLO debt	0	0
Derivative liabilities	(3,237)	(3,872)
Financial liabilities measured at fair value	(3,237)	(3,872)
Significant unobservable inputs (Level 3)
Trading investments:
Hedge funds	20,796	24,116
Investments:
CLO loans	0	0
CLO bonds	0	0
Private equity funds	26,307	25,071
Total investments	26,307	25,071
Financial assets measured at fair value	47,103	49,187
Liabilities:
CLO debt	(250,160)	(271,707)
Derivative liabilities	0	0
Financial liabilities measured at fair value	(250,160)	(271,707)
Total
Trading investments:
Hedge funds	29,117	31,575
Investments:
CLO loans	216,465	260,690
CLO bonds	10,742	9,092
Private equity funds	26,307	25,071
Total investments	253,514	294,853
Financial assets measured at fair value	282,631	326,428
Liabilities:
CLO debt	(250,160)	(271,707)
Derivative liabilities	(3,237)	(3,872)
Financial liabilities measured at fair value	$ (253,397)	$ (275,579)