VARIABLE INTEREST ENTITIES - Schedule of Financial Condition of VIEs Reflected in Consolidated Statements of Financial Condition (Details) - USD ($) $ in Thousands		Sep. 30, 2021	Dec. 31, 2020
Assets
Cash and cash equivalents	[1]	$ 1,046,300	$ 1,243,703	[2]
Assets transferred or pledged to securitization vehicles		4,738,481	6,910,020	[2]
Mortgage servicing rights	[3]	572,259	100,895	[2]
Interests in MSR		57,530	0	[2]
Principal and interest receivable		234,810	268,073	[2]
Other assets		172,890	225,494	[2]
Total assets		76,662,433	88,455,103	[2]
Liabilities
Other secured financing		729,555	917,876	[2]
Interest payable		109,586	191,116	[2]
Other liabilities		91,421	155,613	[2]
Total liabilities		62,944,566	74,433,307	[2]
Consolidated VIEs
Assets
Cash and cash equivalents		11,000	22,200
Consolidated VIEs | Residential Trusts
Assets
Cash and cash equivalents		0	0
Loans		0	0
Assets transferred or pledged to securitization vehicles		23,739	40,035
Mortgage servicing rights		0	0
Interests in MSR		0
Principal and interest receivable		156	226
Other assets		0
Total assets		23,895	40,261
Liabilities
Debt issued by securitization vehicles (non-recourse)		10,717	23,351
Other secured financing			0
Payable for unsettled trades		0	0
Interest payable		25	55
Other liabilities		414	246
Total liabilities		11,156	23,652
Consolidated VIEs | MSR VIEs
Assets
Cash and cash equivalents		11,046	22,241
Loans		3,726	47,048
Assets transferred or pledged to securitization vehicles		0	0
Mortgage servicing rights		90,979	100,895
Interests in MSR		57,530
Principal and interest receivable		0	0
Other assets		12,774
Total assets		176,055	170,184
Liabilities
Debt issued by securitization vehicles (non-recourse)		0	0
Other secured financing			30,420
Payable for unsettled trades		2,152	3,076
Interest payable		0	0
Other liabilities		7,714	13,345
Total liabilities		$ 9,866	$ 46,841

[1] (2)Includes cash of consolidated Variable Interest Entities (“VIEs”) of $11.0 million and $22.2 million at September 30, 2021 and December 31, 2020, respectively.

[2] (1)Derived from the audited consolidated financial statements at December 31, 2020.

[3] (5)Includes $86.2 million and $0 million of mortgage servicing rights held for sale at September 30, 2021 and December 31, 2020.