Variable Interest Entities - Unconsolidated VIEs (Details) - Not Primary Beneficiary - USD ($) $ in Thousands	Mar. 31, 2019	Mar. 31, 2018
Variable Interest Entity [Line Items]
Total commitments from the limited partners and general partners to the unconsolidated VIE	$ 16,011,947
Remaining unfunded commitments from the limited partners and general partners to the unconsolidated VIE	5,502,015
Variable Interest Entity, Nonconsolidated, Carrying Amount, Assets and Liabilities, Net [Abstract]
Investments	87,001	$ 77,016
Fees receivable	5,896	517
Due from related parties	1,332	1,837
Total VIE assets	94,229	79,370
Deferred incentive fee revenue	3,704	6,245
Non-controlling interests	(5,716)	(7,266)
Maximum exposure to loss	$ 92,217	$ 78,349