VARIABLE INTEREST ENTITIES - Statement of Financial Condition of VIEs Reflected in Consolidated Statements of Financial Condition (Details) - USD ($) $ in Thousands	Sep. 30, 2018	Dec. 31, 2017
ASSETS
Cash and cash equivalents	$ 1,082,747	$ 706,589
Residential mortgage loans	4,181,878	2,999,148
Mortgage servicing rights	588,833	580,860
Interest receivable	347,278	323,526
Gross Amounts	404,841	313,885
Other assets	329,868	384,117
Total assets	105,961,803	101,760,050	[1]
Liabilities
Other secured financing	4,108,547	3,837,528
Interest payable	399,605	253,068
Total liabilities	91,005,947	86,888,477	[1]
Consolidated VIEs
ASSETS
Cash and cash equivalents	28,400	42,300
Consolidated VIEs | FREMF Trusts
ASSETS
Cash and cash equivalents	0	0
Commercial real estate debt	3,521,945	2,826,357
Residential mortgage loans	0	0
Mortgage servicing rights	0	0
Interest receivable	13,432	10,339
Gross Amounts		0
Other assets	0	0
Total assets	3,535,377	2,836,696
Liabilities
Securitized debt (non-recourse)	3,240,043	2,620,952
Other secured financing	0	0
Interest payable	6,383	4,554
Other liabilities	0	0
Total liabilities	3,246,426	2,625,506
Consolidated VIEs | Residential Mortgage Loan Trusts
ASSETS
Cash and cash equivalents	0	0
Commercial real estate debt	0	0
Residential mortgage loans	107,764	478,811
Mortgage servicing rights	0	0
Interest receivable	555	1,599
Gross Amounts		0
Other assets	0	1,418
Total assets	108,319	481,828
Liabilities
Securitized debt (non-recourse)	29,698	350,819
Other secured financing	0	0
Interest payable	70	931
Other liabilities	148	112
Total liabilities	29,916	351,862
Consolidated VIEs | Mortgage Servicing Rights Silos
ASSETS
Cash and cash equivalents	28,441	42,293
Commercial real estate debt	0	0
Residential mortgage loans	97,825	19,667
Mortgage servicing rights	588,833	580,860
Interest receivable	0	0
Gross Amounts		1
Other assets	33,522	32,354
Total assets	748,621	675,175
Liabilities
Securitized debt (non-recourse)	0	0
Other secured financing	70,221	10,496
Interest payable	0	0
Other liabilities	2,160	4,856
Total liabilities	$ 72,381	$ 15,352

[1] Derived from the audited consolidated financial statements at December 31, 2017.