Variable Interest Entities - Unconsolidated VIEs (Details) - USD ($) $ in Thousands	Sep. 30, 2019	Mar. 31, 2019
Variable Interest Entity [Line Items]
Total commitments from the limited partners and general partners to the unconsolidated VIE	$ 17,686,664
Remaining unfunded commitments from the limited partners and general partners to the unconsolidated VIE	6,457,991
Variable Interest Entity, Nonconsolidated, Carrying Amount, Assets and Liabilities, Net [Abstract]
Deferred incentive fee revenue	3,704	$ 3,704
Not Primary Beneficiary
Variable Interest Entity, Nonconsolidated, Carrying Amount, Assets and Liabilities, Net [Abstract]
Investments	99,828	87,001
Fees receivable	6,075	5,896
Due from related parties	3,178	1,332
Total VIE Assets	109,081	94,229
Deferred incentive fee revenue	3,704	3,704
Non-controlling interests	(5,592)	(5,716)
Maximum exposure to loss	$ 107,193	$ 92,217