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SECURITIZATIONS AND VARIABLE INTEREST ENTITIES - Loan Delinquencies and Liquidation Losses (Details) - USD ($)
$ in Millions
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Mortgage securitizations - Non-agency-sponsored    
Variable Interest Entity    
Securitized assets past due $ 34,000.0 $ 18,300.0
Securitized assets liquidation losses 49.0 54.0
Mortgage securitizations - Non-agency-sponsored | 90 days past due    
Variable Interest Entity    
Securitized assets past due 400.0 400.0
Mortgage-backed securities - Residential    
Variable Interest Entity    
Securitized assets past due 11,700.0 5,200.0
Securitized assets liquidation losses 49.0 54.0
Mortgage-backed securities - Residential | 90 days past due    
Variable Interest Entity    
Securitized assets past due 400.0 400.0
Mortgage-backed securities - Commercial    
Variable Interest Entity    
Securitized assets past due 22,300.0 13,100.0
Securitized assets liquidation losses 0.0 0.0
Mortgage-backed securities - Commercial | 90 days past due    
Variable Interest Entity    
Securitized assets past due $ 0.0 $ 0.0