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DEBT AND OTHER OBLIGATIONS - Non-Recourse Funding Obligations (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2020
Dec. 31, 2019
Debt Instrument [Line Items]    
Outstanding Principal $ 3,032,834 $ 3,079,834
Carrying Value 3,035,549 3,082,753
Golden Gate Captive Insurance Company    
Debt Instrument [Line Items]    
Outstanding Principal 1,971,000 2,028,000
Carrying Value $ 1,971,000 $ 2,028,000
Year-to-Date Weighted-Avg Interest Rate 4.70% 4.70%
Golden Gate II Captive Insurance Company    
Debt Instrument [Line Items]    
Outstanding Principal $ 329,949 $ 329,949
Carrying Value $ 275,267 $ 274,955
Year-to-Date Weighted-Avg Interest Rate 4.87% 5.06%
Golden Gate V Vermont Captive Insurance Company    
Debt Instrument [Line Items]    
Outstanding Principal $ 730,000 $ 720,000
Carrying Value $ 787,029 $ 777,527
Year-to-Date Weighted-Avg Interest Rate 5.12% 5.12%
MONY Life Insurance Company    
Debt Instrument [Line Items]    
Outstanding Principal $ 1,885 $ 1,885
Carrying Value $ 2,253 $ 2,271
Year-to-Date Weighted-Avg Interest Rate 6.19% 6.19%