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Investments - Reconciliation of Other Investments (Details) - USD ($)
$ in Thousands
12 Months Ended
Mar. 31, 2020
Mar. 31, 2019
Reconciliation Of Other Investments [Roll Forward]    
Other investments, beginning balance $ 12,488 $ 0
Contributions 4,401 11,783
Distributions (2,747) 0
Net gain (loss) on other investments (748) 705
Other investments, ending balance 13,394 12,488
Private equity funds    
Reconciliation Of Other Investments [Roll Forward]    
Other investments, beginning balance 3,734 0
Contributions 2,526 3,105
Distributions (777) 0
Net gain (loss) on other investments 303 629
Other investments, ending balance 5,786 3,734
Direct credit co-investments    
Reconciliation Of Other Investments [Roll Forward]    
Other investments, beginning balance 3,940 0
Contributions 0 3,864
Distributions (1,970) 0
Net gain (loss) on other investments (214) 76
Other investments, ending balance 1,756 3,940
Direct equity co-investments    
Reconciliation Of Other Investments [Roll Forward]    
Other investments, beginning balance 4,814 0
Contributions 1,875 4,814
Distributions 0 0
Net gain (loss) on other investments (837) 0
Other investments, ending balance $ 5,852 $ 4,814