VARIABLE INTEREST ENTITIES - Statement of Financial Condition of VIEs Reflected in Consolidated Statements of Financial Condition (Details) - USD ($) $ in Thousands		Mar. 31, 2019	Dec. 31, 2018
Assets
Cash and cash equivalents	[1]	$ 1,522,605	$ 1,735,749	[2]
Residential mortgages loans	[3]	3,879,324	4,585,975	[2]
Assets transferred or pledged to securitization vehicles		4,365,300	3,833,200	[2]
Mortgage servicing rights		500,745	557,813	[2]
Interest receivable		390,930	357,365	[2]
Other assets		441,706	333,988	[2]
Total assets		119,172,549	105,787,527	[2]
Liabilities
Other secured financing		4,144,623	4,183,311	[2]
Interest payable		424,391	570,928	[2]
Other liabilities		89,982	74,580	[2]
Total liabilities		103,391,105	91,669,726	[2]
Consolidated VIEs
Assets
Cash and cash equivalents		40,700	30,400
Consolidated VIEs | Commercial Trusts
Assets
Cash and cash equivalents		0	0
Residential mortgages loans		0	0
Assets transferred or pledged to securitization vehicles		2,205,768	2,738,369
Mortgage servicing rights		0	0
Interest receivable		11,269	11,451
Derivative assets		0
Other assets		0	0
Total assets		2,217,037	2,749,820
Liabilities
Debt issued by securitization vehicles (non-recourse)		2,016,202	2,509,264
Other secured financing		0	0
Payable for unsettled trades		0
Interest payable		4,334	4,594
Other liabilities		0	0
Total liabilities		2,020,536	2,513,858
Consolidated VIEs | Residential Trusts
Assets
Cash and cash equivalents		0	0
Residential mortgages loans		0	0
Assets transferred or pledged to securitization vehicles		101,994	105,003
Mortgage servicing rights		0	0
Interest receivable		540	539
Derivative assets		0
Other assets		0	4
Total assets		102,534	105,546
Liabilities
Debt issued by securitization vehicles (non-recourse)		82,220	71,324
Other secured financing		0	0
Payable for unsettled trades		0
Interest payable		196	238
Other liabilities		179	0
Total liabilities		82,595	71,562
Consolidated VIEs | MSR Silo
Assets
Cash and cash equivalents		40,714	30,444
Residential mortgages loans		101,344	97,464
Assets transferred or pledged to securitization vehicles		0	0
Mortgage servicing rights		500,744	557,813
Interest receivable		0	0
Derivative assets		15
Other assets		27,290	28,756
Total assets		670,107	714,477
Liabilities
Debt issued by securitization vehicles (non-recourse)		0	0
Other secured financing		57,667	68,385
Payable for unsettled trades		15,924
Interest payable		0	0
Other liabilities		1,736	1,975
Total liabilities		75,327	70,360
Residential Mortgage
Assets
Residential mortgages loans		101,300	$ 97,500
Total assets		$ 1,300,000

[1] (2) Includes cash of consolidated Variable Interest Entities (“VIEs”) of $40.7 million and $30.4 million at March 31, 2019 and December 31, 2018, respectively.

[2] (1) Derived from the audited consolidated financial statements at December 31, 2018.

[3] (4) Includes $101.3 million and $97.5 million of residential mortgage loans held for sale, $42.0 million and $42.2 million of commercial mortgage loans held for sale and $44.5 million and $0 of corporate loans held for sale at March 31, 2019 and December 31, 2018, respectively.