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Derivatives and Hedging Gains and (Losses) of Derivative Instruments (Details) - Not Designated as Hedging Instrument [Member] - Consolidated Entity Excluding Consolidated Investment Vehicles Before Eliminations [Member] - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Sep. 30, 2019
Sep. 30, 2018
Sep. 30, 2019
Sep. 30, 2018
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative Instruments Not Designated as Hedging Instruments, Gain $ 7,872 $ 4,364 $ 10,938 $ 17,692
Derivative Instruments Not Designated as Hedging Instruments, Loss (9,490) (11,809) (17,448) (26,312)
Forward Contracts [Member] | Other Expense [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative Instruments Not Designated as Hedging Instruments, Gain 2,339 2,052 4,612 6,518
Derivative Instruments Not Designated as Hedging Instruments, Loss (6,970) (3,953) (11,088) (14,038)
Futures Related to Total Return Swap [Member] | Other Nonoperating Income (Expense) [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative Instruments Not Designated as Hedging Instruments, Gain 194 29 142 502
Derivative Instruments Not Designated as Hedging Instruments, Loss (217) (1,389) (967) (3,149)
Total Return Swap [Member] | Other Nonoperating Income (Expense) [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative Instruments Not Designated as Hedging Instruments, Gain 445 392 1,574 1,665
Derivative Instruments Not Designated as Hedging Instruments, Loss (120) (530) 0 (105)
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 3,274 970 3,379 4,993
Derivative Instruments Not Designated as Hedging Instruments, Loss (744) (121) (688) (645)
Investments [Member] | Future [Member] | Other Nonoperating Income (Expense) [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative Instruments Not Designated as Hedging Instruments, Gain 1,620 921 1,231 4,014
Derivative Instruments Not Designated as Hedging Instruments, Loss $ (1,439) $ (5,816) $ (4,705) $ (8,375)