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SECURITIZATIONS AND VARIABLE INTEREST ENTITIES - Funding Commitments (Details) - USD ($)
$ in Millions
Mar. 31, 2021
Dec. 31, 2020
Funding Commitments for Significant Unconsolidated VIEs    
Notional amount $ 15,315 $ 13,783
Liquidity facilities    
Funding Commitments for Significant Unconsolidated VIEs    
Notional amount 1,557 1,611
Liquidity facilities | Non-agency-sponsored mortgage securitizations    
Funding Commitments for Significant Unconsolidated VIEs    
Notional amount 0 0
Liquidity facilities | Asset-based financing    
Funding Commitments for Significant Unconsolidated VIEs    
Notional amount 0 0
Liquidity facilities | Municipal securities tender option bond trusts (TOBs)    
Funding Commitments for Significant Unconsolidated VIEs    
Notional amount 1,557 1,611
Liquidity facilities | Municipal investments    
Funding Commitments for Significant Unconsolidated VIEs    
Notional amount 0 0
Liquidity facilities | Investment funds    
Funding Commitments for Significant Unconsolidated VIEs    
Notional amount 0 0
Liquidity facilities | Other    
Funding Commitments for Significant Unconsolidated VIEs    
Notional amount 0 0
Loan / equity commitments    
Funding Commitments for Significant Unconsolidated VIEs    
Notional amount 13,758 12,172
Loan / equity commitments | Non-agency-sponsored mortgage securitizations    
Funding Commitments for Significant Unconsolidated VIEs    
Notional amount 5 2
Loan / equity commitments | Asset-based financing    
Funding Commitments for Significant Unconsolidated VIEs    
Notional amount 10,626 9,114
Loan / equity commitments | Municipal securities tender option bond trusts (TOBs)    
Funding Commitments for Significant Unconsolidated VIEs    
Notional amount 0 0
Loan / equity commitments | Municipal investments    
Funding Commitments for Significant Unconsolidated VIEs    
Notional amount 3,063 3,041
Loan / equity commitments | Investment funds    
Funding Commitments for Significant Unconsolidated VIEs    
Notional amount 14 15
Loan / equity commitments | Other    
Funding Commitments for Significant Unconsolidated VIEs    
Notional amount $ 50 $ 0