VARIABLE INTEREST ENTITIES - Statement of Financial Condition of VIEs Reflected in Consolidated Statements of Financial Condition (Details) - USD ($) $ in Thousands		Dec. 31, 2019	Dec. 31, 2018
Assets
Cash and cash equivalents	[1]	$ 1,850,729	$ 1,735,749
Loans		669,713
Assets transferred or pledged to securitization vehicles		7,002,460	3,833,200
Mortgage servicing rights		378,078	557,813
Principal and interest receivable		449,906	357,365
Other assets		381,220	333,988
Total assets		130,295,081	105,787,527
Liabilities
Other secured financing		4,455,700	4,183,311
Interest payable		476,335	570,928
Other liabilities		93,388	74,580
Total liabilities		114,498,737	91,669,726
Consolidated VIEs
Assets
Cash and cash equivalents		67,500	30,400
Consolidated VIEs | Commercial Trusts
Assets
Cash and cash equivalents		0	0
Loans		0	0
Assets transferred or pledged to securitization vehicles		2,345,120	2,738,369
Mortgage servicing rights		0	0
Principal and interest receivable		7,085	11,451
Other assets		0	0
Total assets		2,352,205	2,749,820
Liabilities
Debt issued by securitization vehicles (non-recourse)		1,967,523	2,509,264
Other secured financing		0	0
Payable for unsettled trades		0
Interest payable		3,008	4,594
Other liabilities		0	0
Total liabilities		1,970,531	2,513,858
Consolidated VIEs | Residential Trusts
Assets
Cash and cash equivalents		0	0
Loans		0	0
Assets transferred or pledged to securitization vehicles		75,924	105,003
Mortgage servicing rights		0	0
Principal and interest receivable		408	539
Other assets		0	4
Total assets		76,332	105,546
Liabilities
Debt issued by securitization vehicles (non-recourse)		57,905	71,324
Other secured financing		0	0
Payable for unsettled trades		0
Interest payable		137	238
Other liabilities		78	0
Total liabilities		58,120	71,562
Consolidated VIEs | MSR Silo
Assets
Cash and cash equivalents		67,455	30,444
Loans		66,722	97,464
Assets transferred or pledged to securitization vehicles		0	0
Mortgage servicing rights		378,078	557,813
Principal and interest receivable		0	0
Other assets		27,021	28,756
Total assets		539,276	714,477
Liabilities
Debt issued by securitization vehicles (non-recourse)		0	0
Other secured financing		38,981	68,385
Payable for unsettled trades		18,364
Interest payable		0	0
Other liabilities		2,393	1,975
Total liabilities		$ 59,738	$ 70,360

[1] Includes cash of consolidated Variable Interest Entities (“VIEs”) of $67.5 million and $30.4 million at December 31, 2019 and 2018, respectively.