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FAIR VALUE MEASUREMENTS - Schedule of Assets Measured on Recurring Basis Level 3 Rollforward (Details) - USD ($) $ in Millions | 3 Months Ended | 9 Months Ended
--- | --- | ---
Sep. 30, 2020 | Sep. 30, 2019 | Sep. 30, 2020 | Sep. 30, 2019
Residential mortgages |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Beginning balance | $ 568 | $ 531 | $ 642 | $ 600
Issuances | 85 | 78 | 238 | 170
Acquired MSRs | 0 |  | 0 |
Settlements | (55) | (31) | (141) | (88)
Change in fair value during the period | 8 | (68) | (323) | (172)
Transfers from Level 2 to Level 3 |  | 0 |  | 0
Ending balance | 606 | 510 | 606 | 510
Asset-backed securities |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Beginning balance | 0 |  | 0 |
Issuances | 0 |  | 0 |
Acquired MSRs | 813 |  | 813 |
Settlements | 0 |  | 0 |
Change in fair value during the period | 0 |  | 0 |
Ending balance | 813 |  | 813 |
Other Derivative Contracts |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Beginning balance | 173 | 25 | 19 | 0
Issuances | 283 | 61 | 688 | 104
Acquired MSRs | 0 |  | 0 |
Settlements | (372) | (64) | (792) | (107)
Change in fair value during the period | 125 | 4 | 294 | 11
Transfers from Level 2 to Level 3 |  | 0 |  | 18
Ending balance | 209 | $ 26 | 209 | $ 26
Cumulative Effect, Period Of Adoption, Adjustment | Residential mortgages |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Beginning balance | 0 |  | 190 |
Cumulative Effect, Period Of Adoption, Adjustment | Asset-backed securities |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Beginning balance | 0 |  | 0 |
Cumulative Effect, Period Of Adoption, Adjustment | Other Derivative Contracts |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Beginning balance | 0 |  | 0 |
Cumulative Effect, Period Of Adoption, Adjusted Balance | Residential mortgages |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Beginning balance | 568 |  | 832 |
Cumulative Effect, Period Of Adoption, Adjusted Balance | Asset-backed securities |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Beginning balance | 0 |  | 0 |
Cumulative Effect, Period Of Adoption, Adjusted Balance | Other Derivative Contracts |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Beginning balance | $ 173 |  | $ 19 |

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- Definition A roll forward is a reconciliation of a concept from the beginning of a period to the end of a period. + References No definition available. + Details
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