Variable Interest Entities and Consolidation of Investment Vehicles (Details 3) (CIVs, USD $) In Thousands, unless otherwise specified	Mar. 31, 2013	Mar. 31, 2012
Quoted prices in active markets (Level 1)
Trading investments:
Hedge funds	$ 2,076	$ 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	2,076	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	3,268	6,443
Investments:
CLO loans	172,519	260,690
CLO bonds	11,052	9,092
Private equity funds	0	0
Total investments	183,571	269,782
Financial assets measured at fair value	186,839	276,225
Liabilities:
CLO debt	0	0
Derivative liabilities	(2,930)	(3,872)
Financial liabilities measured at fair value	(2,930)	(3,872)
Significant unobservable inputs (Level 3)
Trading investments:
Hedge funds	19,448	24,116
Investments:
CLO loans	0	0
CLO bonds	0	0
Private equity funds	26,982	25,071
Total investments	26,982	25,071
Financial assets measured at fair value	46,430	49,187
Liabilities:
CLO debt	(207,835)	(271,707)
Derivative liabilities	0	0
Financial liabilities measured at fair value	(207,835)	(271,707)
Total
Trading investments:
Hedge funds	24,792	31,575
Investments:
CLO loans	172,519	260,690
CLO bonds	11,052	9,092
Private equity funds	26,982	25,071
Total investments	210,553	294,853
Financial assets measured at fair value	235,345	326,428
Liabilities:
CLO debt	(207,835)	(271,707)
Derivative liabilities	(2,930)	(3,872)
Financial liabilities measured at fair value	$ (210,765)	$ (275,579)