VARIABLE INTEREST ENTITIES - Statement of Financial Condition of VIEs Reflected in Consolidated Statements of Financial Condition (Details) - USD ($) $ in Thousands		Dec. 31, 2020	Dec. 31, 2019
Assets
Cash and cash equivalents	[1]	$ 1,243,703	$ 1,850,729
Loans		498,081
Assets transferred or pledged to securitization vehicles		6,910,020	7,002,460
Mortgage servicing rights		100,895	378,078
Principal and interest receivable		268,073	449,906
Other assets		225,494	381,220
Total assets		88,455,103	130,295,081
Liabilities
Other secured financing		917,876	4,455,700
Interest payable		191,116	476,335
Other liabilities		155,613	93,388
Total liabilities		74,433,307	114,498,737
Consolidated VIEs
Assets
Cash and cash equivalents		22,200	67,500
Consolidated VIEs | Commercial Trusts
Assets
Cash and cash equivalents		0	0
Loans		0	0
Assets transferred or pledged to securitization vehicles		2,166,073	2,345,120
Mortgage servicing rights		0	0
Principal and interest receivable		5,509	7,085
Other assets		0	0
Total assets		2,171,582	2,352,205
Liabilities
Debt issued by securitization vehicles (non-recourse)		1,836,785	1,967,523
Other secured financing		0	0
Payable for unsettled trades		0	0
Interest payable		1,697	3,008
Other liabilities		0	0
Total liabilities		1,838,482	1,970,531
Consolidated VIEs | Residential Trusts
Assets
Cash and cash equivalents		0	0
Loans		0	0
Assets transferred or pledged to securitization vehicles		40,035	75,924
Mortgage servicing rights		0	0
Principal and interest receivable		226	408
Other assets		0	0
Total assets		40,261	76,332
Liabilities
Debt issued by securitization vehicles (non-recourse)		23,351	57,905
Other secured financing		0	0
Payable for unsettled trades		0	0
Interest payable		55	137
Other liabilities		246	78
Total liabilities		23,652	58,120
Consolidated VIEs | MSR Silo
Assets
Cash and cash equivalents		22,241	67,455
Loans		47,048	66,722
Assets transferred or pledged to securitization vehicles		0	0
Mortgage servicing rights		100,895	378,078
Principal and interest receivable		0	0
Other assets		0	27,021
Total assets		170,184	539,276
Liabilities
Debt issued by securitization vehicles (non-recourse)		0	0
Other secured financing		30,420	38,981
Payable for unsettled trades		3,076	18,364
Interest payable		0	0
Other liabilities		13,345	2,393
Total liabilities		$ 46,841	$ 59,738

[1] Includes cash of consolidated Variable Interest Entities (“VIEs”) of $22.2 million and $67.5 million at December 31, 2020 and 2019, respectively.