VARIABLE INTEREST ENTITIES - Statement of Financial Condition of VIEs Reflected in Consolidated Statements of Financial Condition (Details) - USD ($) $ in Thousands		Jun. 30, 2019	Dec. 31, 2018
Assets
Cash and cash equivalents	[1]	$ 1,982,311	$ 1,735,749	[2]
Residential mortgages loans	[3]	3,546,468	4,585,975	[2]
Assets transferred or pledged to securitization vehicles		4,211,582	3,833,200	[2]
Mortgage servicing rights		425,328	557,813	[2]
Interest receivable		440,940	357,365	[2]
Other assets		357,027	333,988	[2]
Total assets		131,800,776	105,787,527	[2]
Liabilities
Other secured financing		4,127,989	4,183,311	[2]
Interest payable		691,327	570,928	[2]
Other liabilities		95,825	74,580	[2]
Total liabilities		116,093,369	91,669,726	[2]
Consolidated VIEs
Assets
Cash and cash equivalents		48,300	30,400
Consolidated VIEs | Commercial Trusts
Assets
Cash and cash equivalents		0	0
Residential mortgages loans		0	0
Assets transferred or pledged to securitization vehicles		1,314,702	2,738,369
Mortgage servicing rights		0	0
Interest receivable		5,411	11,451
Other assets		0	0
Total assets		1,320,113	2,749,820
Liabilities
Debt issued by securitization vehicles (non-recourse)		1,191,231	2,509,264
Other secured financing		0	0
Payable for unsettled trades		0
Interest payable		2,000	4,594
Other liabilities		0	0
Total liabilities		1,193,231	2,513,858
Consolidated VIEs | Residential Trusts
Assets
Cash and cash equivalents		0	0
Residential mortgages loans		0	0
Assets transferred or pledged to securitization vehicles		95,817	105,003
Mortgage servicing rights		0	0
Interest receivable		489	539
Other assets		0	4
Total assets		96,306	105,546
Liabilities
Debt issued by securitization vehicles (non-recourse)		75,347	71,324
Other secured financing		0	0
Payable for unsettled trades		0
Interest payable		179	238
Other liabilities		190	0
Total liabilities		75,716	71,562
Consolidated VIEs | MSR Silo
Assets
Cash and cash equivalents		48,323	30,444
Residential mortgages loans		119,746	97,464
Assets transferred or pledged to securitization vehicles		0	0
Mortgage servicing rights		425,328	557,813
Interest receivable		0	0
Other assets		26,800	28,756
Total assets		620,197	714,477
Liabilities
Debt issued by securitization vehicles (non-recourse)		0	0
Other secured financing		69,870	68,385
Payable for unsettled trades		20,330
Interest payable		0	0
Other liabilities		2,081	1,975
Total liabilities		92,281	70,360
Residential Mortgage
Assets
Residential mortgages loans		119,700	$ 97,500
Total assets		$ 1,100,000

[1] ⁽²⁾  Includes cash of consolidated Variable Interest Entities (“VIEs”) of $48.3 million and $30.4 million at June 30, 2019 and December 31, 2018, respectively.

[2] ⁽¹⁾  Derived from the audited consolidated financial statements at December 31, 2018.

[3] ⁽⁴⁾  Includes $119.7 million and $97.5 million of residential mortgage loans held for sale, $41.9 million and $42.2 million of commercial mortgage loans held for sale and $26.9 million and $0 of corporate loans held for sale at June 30, 2019 and December 31, 2018, respectively.