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DERIVATIVE FINANCIAL INSTRUMENTS (Tables)
9 Months Ended
Sep. 30, 2018
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of fair value and notional amounts of derivative contracts by major product type on a gross basis
The following tables identify the fair value and notional amounts of derivative contracts by major product type on a gross basis for the Company and the Consolidated Funds as of September 30, 2018 and December 31, 2017:  
 
 
As of September 30, 2018
 
As of December 31, 2017
 
 
Assets 
 
Liabilities 
 
Assets 
 
Liabilities 
The Company
 
Notional(1)
 
Fair Value
 
Notional(1)
 
Fair Value
 
Notional(1)
 
Fair Value
 
Notional(1)
 
Fair Value
Foreign exchange contracts
 
$
9,310

 
$
55

 
$
75,533

 
$
1,780

 
$
13,724

 
$
498

 
$
51,026

 
$
2,639

Total derivatives, at fair value(2)
 
$
9,310

 
$
55

 
$
75,533

 
$
1,780

 
$
13,724

 
$
498

 
$
51,026

 
$
2,639

 
 
As of September 30, 2018
 
As of December 31, 2017
 
 
Assets
 
Liabilities
 
Assets 
 
Liabilities 
Consolidated Funds 
 
Notional(1)
 
Fair Value
 
Notional(1)
 
Fair Value
 
Notional(1)
 
Fair Value
 
Notional(1)
 
Fair Value
Asset swap - other
 
5,397

 
1,454

 
(1,480
)
 
(633
)
 
5,363

 
1,366

 
1,840

 
462

Total derivatives, at fair value(3)
 
5,397


1,454


(1,480
)

(633
)

5,363


1,366


1,840


462

 
(1)
Represents the total contractual amount of derivative assets and liabilities outstanding.
(2)
As of September 30, 2018 and December 31, 2017, the Company had the right to, but elected not to, offset $0.1 million and $0.5 million of its derivative assets and liabilities, respectively.
(3)
As of September 30, 2018 and December 31, 2017, the Consolidated Funds offset $0.5 million and $0.4 million of their derivative assets and liabilities, respectively.