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SECURITIZATIONS AND VARIABLE INTEREST ENTITIES - Mortgage Securitizations (Details) - USD ($)
$ in Millions
3 Months Ended 9 Months Ended 12 Months Ended
Sep. 30, 2020
Sep. 30, 2019
Sep. 30, 2020
Sep. 30, 2019
Dec. 31, 2019
Mortgage securitizations - U.S. agency sponsored          
Cash Flows Between Transferor and Transferee          
Principal securitized $ 2,700.0 $ 1,700.0 $ 7,200.0 $ 3,800.0  
Proceeds from new securitizations 2,900.0 1,700.0 7,600.0 3,900.0  
Purchases of previously transferred financial assets 200.0 0.0 300.0 100.0  
Gains recognized on the securitization 82.6 $ 9.0 87.1 $ 14.0  
Carrying value of retained interests $ 315.0   $ 315.0   $ 491.0
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables          
Weighted average life (in years) 4 years 2 months 12 days 6 years 7 months 6 days 4 years 6 months 6 years 2 months 12 days  
Key assumptions used in measuring fair value related to transferor's continuing involvement          
Weighted average life (in years)     3 years 10 months 24 days   6 years 7 months 6 days
Sensitivity analysis of fair value of interests continued to be held by transferor          
Carrying value of retained interests, impact of 10% adverse change in discount rate $ (4.0)   $ (4.0)   $ (18.0)
Carrying value of retained interests, impact of 20% adverse change in discount rate (9.0)   (9.0)   (35.0)
Carrying value of retained interests, impact of 10% adverse change in constant prepayment rate (26.0)   (26.0)   (18.0)
Carrying value of retained interests, impact of 20% adverse change in constant prepayment rate $ (48.0)   $ (48.0)   $ (35.0)
Mortgage securitizations - U.S. agency sponsored | Weighted Average          
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables          
Weighted average discount rate (as a percent) 3.50% 11.40% 5.20% 8.40%  
Weighted average constant prepayment rate (as a percent) 29.70% 14.60% 27.90% 14.80%  
Key assumptions used in measuring fair value related to transferor's continuing involvement          
Weighted average discount rate (as a percent)     1.90%   9.80%
Weighted average constant prepayment rate (as a percent)     25.00%   10.10%
Mortgage securitizations - Non-agency-sponsored          
Cash Flows Between Transferor and Transferee          
Principal securitized $ 2,900.0 $ 3,800.0 $ 5,400.0 $ 12,600.0  
Proceeds from new securitizations 4,500.0 4,000.0 7,900.0 12,800.0  
Purchases of previously transferred financial assets 0.0 0.0 0.0 0.0  
Gains recognized on the securitization 50.8 $ 16.0 116.2 $ 59.0  
Senior interests          
Cash Flows Between Transferor and Transferee          
Carrying value of retained interests $ 1,049.0   $ 1,049.0   $ 748.0
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables          
Weighted average life (in years) 3 years 10 months 24 days 5 years 4 months 24 days 4 years 2 months 12 days 6 years 1 month 6 days  
Key assumptions used in measuring fair value related to transferor's continuing involvement          
Weighted average life (in years)     8 years 10 months 24 days   5 years 10 months 24 days
Sensitivity analysis of fair value of interests continued to be held by transferor          
Carrying value of retained interests, impact of 10% adverse change in discount rate $ 0.0   $ 0.0   $ 0.0
Carrying value of retained interests, impact of 20% adverse change in discount rate (1.0)   (1.0)   (1.0)
Carrying value of retained interests, impact of 10% adverse change in constant prepayment rate 0.0   0.0   0.0
Carrying value of retained interests, impact of 20% adverse change in constant prepayment rate 0.0   0.0   0.0
Carrying value of retained interests, impact of 10% adverse change in anticipated net credit losses 0.0   0.0   0.0
Carrying value of retained interests, impact of 20% adverse change in anticipated net credit losses $ 0.0   $ 0.0   $ 0.0
Senior interests | Weighted Average          
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables          
Weighted average discount rate (as a percent) 1.80% 3.70% 1.80% 3.60%  
Weighted average constant prepayment rate (as a percent) 2.50% 17.60% 1.80% 11.30%  
Weighted average anticipated net credit losses (as a percent) 0.20% 2.60% 0.70% 3.60%  
Key assumptions used in measuring fair value related to transferor's continuing involvement          
Weighted average discount rate (as a percent)     7.40%   7.60%
Weighted average constant prepayment rate (as a percent)     3.80%   3.60%
Weighted average anticipated net credit losses (as a percent)     1.20%   5.20%
Subordinated interests          
Cash Flows Between Transferor and Transferee          
Carrying value of retained interests $ 101.0   $ 101.0   $ 102.0
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables          
Weighted average life (in years)   11 years 2 years 3 months 18 days 12 years  
Key assumptions used in measuring fair value related to transferor's continuing involvement          
Weighted average life (in years)     35 years 8 months 12 days   29 years 3 months 18 days
Sensitivity analysis of fair value of interests continued to be held by transferor          
Carrying value of retained interests, impact of 10% adverse change in discount rate (1.0)   $ (1.0)   $ (1.0)
Carrying value of retained interests, impact of 20% adverse change in discount rate (1.0)   (1.0)   (1.0)
Carrying value of retained interests, impact of 10% adverse change in constant prepayment rate 0.0   0.0   0.0
Carrying value of retained interests, impact of 20% adverse change in constant prepayment rate 0.0   0.0   0.0
Carrying value of retained interests, impact of 10% adverse change in anticipated net credit losses 0.0   0.0   0.0
Carrying value of retained interests, impact of 20% adverse change in anticipated net credit losses 0.0   $ 0.0   $ 0.0
Subordinated interests | Weighted Average          
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables          
Weighted average discount rate (as a percent)   4.00% 3.00% 4.30%  
Weighted average constant prepayment rate (as a percent)   8.40% 25.00% 7.80%  
Weighted average anticipated net credit losses (as a percent)   2.70% 0.50% 2.80%  
Key assumptions used in measuring fair value related to transferor's continuing involvement          
Weighted average discount rate (as a percent)     2.70%   4.20%
Weighted average constant prepayment rate (as a percent)     6.20%   6.10%
Weighted average anticipated net credit losses (as a percent)     1.60%   2.70%
Personal loan          
Cash Flows Between Transferor and Transferee          
Carrying value of retained interests $ 116.0   $ 116.0