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SECURITIZATIONS AND VARIABLE INTEREST ENTITIES - Mortgage Securitizations (Details) - USD ($)
$ in Millions
3 Months Ended 12 Months Ended
Mar. 31, 2022
Mar. 31, 2021
Dec. 31, 2021
Mortgage securitizations - U.S. agency sponsored      
Cash Flows Between Transferor and Transferee      
Principal securitized $ 2,100.0 $ 3,000.0  
Proceeds from new securitizations 2,000.0 3,200.0  
Contractual servicing fees received 0.0 0.0  
Cash flows received on retained interests and other new cash flows 0.0 0.0  
Purchases of previously transferred financial assets 0.0 100.0  
Gains recognized on the securitization 0.3 $ 1.0  
Carrying value of retained interests $ 504.0   $ 374.0
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables      
Weighted average life (in years) 8 years 3 months 18 days 7 years 8 months 12 days  
Key assumptions used in measuring fair value related to transferor's continuing involvement      
Weighted average life (in years) 6 years 8 months 12 days   5 years 1 month 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 $ (11.0)   $ (6.0)
Carrying value of retained interests, impact of 20% adverse change in discount rate (22.0)   (11.0)
Carrying value of retained interests, impact of 10% adverse change in constant prepayment rate (16.0)   (19.0)
Carrying value of retained interests, impact of 20% adverse change in constant prepayment rate $ (31.0)   $ (37.0)
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) 7.10% 8.80%  
Weighted average constant prepayment rate (as a percent) 3.30% 5.80%  
Key assumptions used in measuring fair value related to transferor's continuing involvement      
Weighted average discount rate (as a percent) 4.90%   3.70%
Weighted average constant prepayment rate (as a percent) 8.50%   14.50%
Mortgage securitizations - Non-agency-sponsored      
Cash Flows Between Transferor and Transferee      
Principal securitized $ 1,600.0 $ 11,000.0  
Proceeds from new securitizations 1,600.0 10,600.0  
Contractual servicing fees received 0.0 0.0  
Cash flows received on retained interests and other new cash flows 0.0 0.0  
Purchases of previously transferred financial assets 0.0 0.0  
Gains recognized on the securitization 39.0 $ 166.0  
Senior interests      
Cash Flows Between Transferor and Transferee      
Carrying value of retained interests $ 1,234.0   $ 1,452.0
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 8 months 12 days 9 months 18 days  
Key assumptions used in measuring fair value related to transferor's continuing involvement      
Weighted average life (in years) 7 years   8 years 9 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 $ 0.0   $ (1.0)
Carrying value of retained interests, impact of 20% adverse change in discount rate 0.0   (1.0)
Carrying value of retained interests, impact of 10% adverse change in constant prepayment rate 0.0   0.0
Carrying value of retained interests, impact of 20% adverse change in constant prepayment rate 0.0   0.0
Carrying value of retained interests, impact of 10% adverse change in anticipated net credit losses 0.0   0.0
Carrying value of retained interests, impact of 20% adverse change in anticipated net credit losses $ 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) 1.90% 0.20%  
Weighted average constant prepayment rate (as a percent) 6.20% 0.00%  
Weighted average anticipated net credit losses (as a percent) 0.40% 0.40%  
Key assumptions used in measuring fair value related to transferor's continuing involvement      
Weighted average discount rate (as a percent) 9.30%   16.20%
Weighted average constant prepayment rate (as a percent) 9.60%   6.80%
Weighted average anticipated net credit losses (as a percent) 1.00%   1.00%
Subordinated interests      
Cash Flows Between Transferor and Transferee      
Carrying value of retained interests $ 819.0   $ 955.0
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 7 months 6 days    
Key assumptions used in measuring fair value related to transferor's continuing involvement      
Weighted average life (in years) 10 years 9 months 18 days   18 years
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
Carrying value of retained interests, impact of 20% adverse change in discount rate 0.0   0.0
Carrying value of retained interests, impact of 10% adverse change in constant prepayment rate 0.0   0.0
Carrying value of retained interests, impact of 20% adverse change in constant prepayment rate 0.0   0.0
Carrying value of retained interests, impact of 10% adverse change in anticipated net credit losses 0.0   0.0
Carrying value of retained interests, impact of 20% adverse change in anticipated net credit losses $ 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) 2.80% 3.20%  
Weighted average constant prepayment rate (as a percent) 11.90% 12.50%  
Weighted average anticipated net credit losses (as a percent) 0.20% 1.70%  
Key assumptions used in measuring fair value related to transferor's continuing involvement      
Weighted average discount rate (as a percent) 4.90%   4.00%
Weighted average constant prepayment rate (as a percent) 10.00%   9.00%
Weighted average anticipated net credit losses (as a percent) 2.00%   2.00%
Personal loan      
Cash Flows Between Transferor and Transferee      
Carrying value of retained interests $ 62.0