VARIABLE INTEREST ENTITIES - Statement of Financial Condition of VIEs Reflected in Consolidated Statements of Financial Condition (Details) - USD ($) $ in Thousands		Sep. 30, 2019	Dec. 31, 2018
Assets
Cash and cash equivalents	[1]	$ 1,793,921	$ 1,735,749	[2]
Loans	[3]	3,946,614	4,585,975	[2]
Assets transferred or pledged to securitization vehicles		4,688,144	3,833,200	[2]
Mortgage servicing rights		386,051	557,813	[2]
Principal and interest receivable		483,744	357,365	[2]
Other assets		381,189	333,988	[2]
Total assets		128,956,120	105,787,527	[2]
Liabilities
Other secured financing		4,466,030	4,183,311	[2]
Interest payable		565,797	570,928	[2]
Other liabilities		99,214	74,580	[2]
Total liabilities		113,732,416	91,669,726	[2]
Consolidated VIEs
Assets
Cash and cash equivalents		49,600	30,400
Consolidated VIEs | Commercial Trusts
Assets
Cash and cash equivalents		0	0
Loans		0	0
Assets transferred or pledged to securitization vehicles		1,501,408	2,738,369
Mortgage servicing rights		0	0
Principal and interest receivable		5,610	11,451
Other assets		0	0
Total assets		1,507,018	2,749,820
Liabilities
Debt issued by securitization vehicles (non-recourse)		1,364,112	2,509,264
Other secured financing		0	0
Payable for unsettled trades		0
Interest payable		2,207	4,594
Other liabilities		0	0
Total liabilities		1,366,319	2,513,858
Consolidated VIEs | Residential Trusts
Assets
Cash and cash equivalents		0	0
Loans		0	0
Assets transferred or pledged to securitization vehicles		86,176	105,003
Mortgage servicing rights		0	0
Principal and interest receivable		454	539
Other assets		0	4
Total assets		86,630	105,546
Liabilities
Debt issued by securitization vehicles (non-recourse)		66,478	71,324
Other secured financing		0	0
Payable for unsettled trades		0
Interest payable		157	238
Other liabilities		193	0
Total liabilities		66,828	71,562
Consolidated VIEs | MSR Silo
Assets
Cash and cash equivalents		49,579	30,444
Loans		76,315	97,464
Assets transferred or pledged to securitization vehicles		0	0
Mortgage servicing rights		386,051	557,813
Principal and interest receivable		0	0
Other assets		27,612	28,756
Total assets		539,557	714,477
Liabilities
Debt issued by securitization vehicles (non-recourse)		0	0
Other secured financing		44,061	68,385
Payable for unsettled trades		17,817
Interest payable		0	0
Other liabilities		2,723	1,975
Total liabilities		$ 64,601	$ 70,360

[1] ⁽²⁾  Includes cash of consolidated Variable Interest Entities (“VIEs”) of $49.6 million and $30.4 million at September 30, 2019 and December 31, 2018, respectively.

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

[3] ⁽⁴⁾  Includes $76.3 million and $97.5 million of residential mortgage loans held for sale and $0 and $42.2 million of commercial mortgage loans held for sale at September 30, 2019 and December 31, 2018, respectively.