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DERIVATIVE FINANCIAL INSTRUMENTS (Tables)
6 Months Ended
Jun. 30, 2020
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 June 30, 2020As of December 31, 2019
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$56,555  $4,719  $2,124  $128  $67,930  $4,023  $10,846  $113  
Total derivatives, at fair value(2)
$56,555  $4,719  $2,124  $128  $67,930  $4,023  $10,846  $113  

As of June 30, 2020As of December 31, 2019
AssetsLiabilitiesAssets Liabilities 
Consolidated Funds 
Notional(1)
Fair Value
Notional(1)
Fair Value
Notional(1)
Fair Value
Notional(1)
Fair Value
Foreign exchange contracts$—  $—  $—  $—  $667  $667  $667  $670  
Asset swap - other6,883  1,599  424  197  —  —  7,640  4,106  
Total derivatives, at fair value(3)
$6,883  $1,599  $424  $197  $667  $667  $8,307  $4,776  

(1)Represents the total contractual amount of derivative assets and liabilities outstanding.
(2)As of June 30, 2020 and December 31, 2019, the Company had the right to, but elected not to, offset an immaterial amount of its derivative liabilities.
(3)As of June 30, 2020 and December 31, 2019, the Consolidated Funds offset $0.4 million and $0.1 million of their derivative assets and liabilities, respectively.