Derivatives and Hedging Gains and (Losses) of Derivative Instruments (Details) - Consolidated Entity Excluding Consolidated Investment Vehicles Before Eliminations [Member] - USD ($) $ in Thousands	12 Months Ended
Mar. 31, 2019	Mar. 31, 2018	Mar. 31, 2017
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Gain on Derivative	$ (38,865)	$ (16,933)	$ (19,308)
Derivative, Loss on Derivative	42,231	43,121	38,569
Not Designated as Hedging Instrument [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain	38,865	16,933	19,308
Derivative Instruments Not Designated as Hedging Instruments, Loss	(42,231)	(43,121)	(34,143)
Not Designated as Hedging Instrument [Member] \| Forward Contracts [Member] \| Other Expense [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain	8,881	13,880	14,524
Derivative Instruments Not Designated as Hedging Instruments, Loss	(17,270)	(6,774)	(13,098)
Not Designated as Hedging Instrument [Member] \| Total Return Swap [Member] \| Other Nonoperating Income (Expense) [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain	4,316	2,247	0
Derivative Instruments Not Designated as Hedging Instruments, Loss	0	(1,142)	0
Not Designated as Hedging Instrument [Member] \| Proprietary Funds [Member] \| Forward Contracts [Member] \| Other Nonoperating Income (Expense) [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain	4,904	494	2,681
Derivative Instruments Not Designated as Hedging Instruments, Loss	(930)	(2,459)	(2,443)
Designated as Hedging Instrument [Member] \| Cash Flow Hedging [Member] \| Interest Rate Swap [Member] \| Other Nonoperating Income (Expense) [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Loss on Derivative			3,662
Designated as Hedging Instrument [Member] \| Cash Flow Hedging [Member] \| Interest Rate Swap [Member] \| Interest Expense [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Loss on Derivative			764
Investments [Member] \| Not Designated as Hedging Instrument [Member] \| Future [Member] \| Other Nonoperating Income (Expense) [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain	17,648	222	2,103
Derivative Instruments Not Designated as Hedging Instruments, Loss	(18,416)	(24,025)	(18,602)
Derivative Financial Instruments, Assets [Member] \| Not Designated as Hedging Instrument [Member] \| Future [Member] \| Other Nonoperating Income (Expense) [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain	3,116	90	0
Derivative Instruments Not Designated as Hedging Instruments, Loss	$ (5,615)	$ (8,721)	$ 0

Amount of increase in the fair value of derivatives recognized in the income statement.

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4A
-Subparagraph (b)(1)
-URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5618551-113959

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Amount of realized and unrealized gain of derivative instruments not designated or qualifying as hedging instruments.

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Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4C
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-URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5624171-113959

Reference 2: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4CC
-URI http://asc.fasb.org/extlink&oid=109980867&loc=SL109998890-113959

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