Derivatives and Hedging Fair Value of Derivative Liabilities (Details) - Consolidated Entity Excluding Consolidated Investment Vehicles Before Eliminations [Member] - Not Designated as Hedging Instrument [Member] - USD ($) $ in Thousands	Dec. 31, 2018	Mar. 31, 2018
Derivative
Derivative Liability, Fair Value, Gross Liability	$ (12,897)	$ (532)
Derivative Liability, Fair Value, Gross Asset	4,631	223
Derivative Liability	(8,266)	(309)
Derivative Liability, Not Subject to Master Netting Arrangement	(1,060)	(6,137)
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	3,565	18,052
Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement	(5,761)	11,606
Foreign Exchange Forward [Member]
Derivative
Derivative Liability, Fair Value, Gross Liability	(12,897)	(532)
Derivative Liability, Fair Value, Gross Asset	4,631	223
Derivative Liability	(8,266)	(309)
Derivative Liability, Not Subject to Master Netting Arrangement	0
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	0
Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement	(8,266)	(309)
Forward Contracts [Member]
Derivative
Derivative Liability, Fair Value, Gross Liability		0
Derivative Liability, Fair Value, Gross Asset		0
Derivative Liability		0
Derivative Liability, Not Subject to Master Netting Arrangement		(3,904)
Derivative Liability, Collateral, Right to Reclaim Cash, Offset		12,415
Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement		8,511
Investments [Domain] | Future [Member]
Derivative
Derivative Liability		0
Derivative Liability, Not Subject to Master Netting Arrangement		(2,875)
Derivative Liability, Collateral, Right to Reclaim Cash, Offset		9,214
Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement		6,339
Investments [Domain] | Total Return Swap [Member]
Derivative
Derivative Liability, Fair Value, Gross Liability		0
Derivative Liability, Fair Value, Gross Asset		0
Derivative Liability		0
Derivative Financial Instruments, Liabilities [Member] | Future [Member]
Derivative
Derivative Liability, Fair Value, Gross Liability	0	0
Derivative Liability, Fair Value, Gross Asset	0	0
Derivative Liability	0	0
Derivative Liability, Not Subject to Master Netting Arrangement	(345)	(1,029)
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	465	3,201
Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement	120	2,172
Derivative Financial Instruments, Liabilities [Member] | Total Return Swap [Member]
Derivative
Derivative Liability, Not Subject to Master Netting Arrangement	(715)	(2,233)
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	3,100	5,637
Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement	$ 2,385	$ 3,404