VARIABLE INTEREST ENTITIES - Statement of Financial Condition of VIEs Reflected in Consolidated Statements of Financial Condition (Details) - USD ($) $ in Thousands		Mar. 31, 2020	Dec. 31, 2019
Assets
Cash and cash equivalents	[1]	$ 2,823,521	$ 1,850,729	[2]
Assets transferred or pledged to securitization vehicles		7,671,662	7,002,460	[2]
Mortgage servicing rights		280,558	378,078	[2]
Principal and interest receivable		335,170	449,906	[2]
Other assets		284,918	381,220	[2]
Total assets		96,917,274	130,295,081	[2]
Liabilities
Other secured financing		1,805,428	4,455,700	[2]
Interest payable		261,304	476,335	[2]
Other liabilities		100,772	93,388	[2]
Total liabilities		84,209,744	114,498,737	[2]
Consolidated VIEs
Assets
Cash and cash equivalents		74,100	67,500
Consolidated VIEs | Commercial Trusts
Assets
Cash and cash equivalents		0	0
Loans		0	0
Assets transferred or pledged to securitization vehicles		1,927,576	2,345,120
Mortgage servicing rights		0	0
Principal and interest receivable		6,132	7,085
Other assets		0	0
Total assets		1,933,708	2,352,205
Liabilities
Debt issued by securitization vehicles (non-recourse)		1,637,505	1,967,523
Other secured financing		0	0
Payable for unsettled trades		0	0
Interest payable		2,202	3,008
Other liabilities		0	0
Total liabilities		1,639,707	1,970,531
Consolidated VIEs | Residential Trusts
Assets
Cash and cash equivalents		0	0
Loans		0	0
Assets transferred or pledged to securitization vehicles		68,413	75,924
Mortgage servicing rights		0	0
Principal and interest receivable		365	408
Other assets		0	0
Total assets		68,778	76,332
Liabilities
Debt issued by securitization vehicles (non-recourse)		49,825	57,905
Other secured financing		0	0
Payable for unsettled trades		0	0
Interest payable		121	137
Other liabilities		89	78
Total liabilities		50,035	58,120
Consolidated VIEs | MSR Silo
Assets
Cash and cash equivalents		74,117	67,455
Loans		57,777	66,722
Assets transferred or pledged to securitization vehicles		0	0
Mortgage servicing rights		280,558	378,078
Principal and interest receivable		0	0
Other assets		29,837	27,021
Total assets		442,289	539,276
Liabilities
Debt issued by securitization vehicles (non-recourse)		0	0
Other secured financing		36,751	38,981
Payable for unsettled trades		15,123	18,364
Interest payable		0	0
Other liabilities		2,226	2,393
Total liabilities		$ 54,100	$ 59,738

[1] Includes cash of consolidated Variable Interest Entities (“VIEs”) of $74.1 million and $67.5 million at March 31, 2020 and December 31, 2019, respectively.

[2] Derived from the audited consolidated financial statements at December 31, 2019.