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v3.19.1

VARIABLE INTEREST ENTITIES - Statement of Financial Condition of VIEs Reflected in Consolidated Statements of Financial Condition (Details) - USD ($) $ in Thousands | Mar. 31, 2019 | Dec. 31, 2018
--- | --- | ---
Assets |  |  |  |
Cash and cash equivalents | [1] | $ 1,522,605 | $ 1,735,749 | [2]
Residential mortgages loans | [3] | 3,879,324 | 4,585,975 | [2]
Assets transferred or pledged to securitization vehicles |  | 4,365,300 | 3,833,200 | [2]
Mortgage servicing rights |  | 500,745 | 557,813 | [2]
Interest receivable |  | 390,930 | 357,365 | [2]
Other assets |  | 441,706 | 333,988 | [2]
Total assets |  | 119,172,549 | 105,787,527 | [2]
Liabilities |  |  |  |
Other secured financing |  | 4,144,623 | 4,183,311 | [2]
Interest payable |  | 424,391 | 570,928 | [2]
Other liabilities |  | 89,982 | 74,580 | [2]
Total liabilities |  | 103,391,105 | 91,669,726 | [2]
Consolidated VIEs |  |  |  |
Assets |  |  |  |
Cash and cash equivalents |  | 40,700 | 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 |  | 2,205,768 | 2,738,369 |
Mortgage servicing rights |  | 0 | 0 |
Interest receivable |  | 11,269 | 11,451 |
Derivative assets |  | 0 |  |
Other assets |  | 0 | 0 |
Total assets |  | 2,217,037 | 2,749,820 |
Liabilities |  |  |  |
Debt issued by securitization vehicles (non-recourse) |  | 2,016,202 | 2,509,264 |
Other secured financing |  | 0 | 0 |
Payable for unsettled trades |  | 0 |  |
Interest payable |  | 4,334 | 4,594 |
Other liabilities |  | 0 | 0 |
Total liabilities |  | 2,020,536 | 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 |  | 101,994 | 105,003 |
Mortgage servicing rights |  | 0 | 0 |
Interest receivable |  | 540 | 539 |
Derivative assets |  | 0 |  |
Other assets |  | 0 | 4 |
Total assets |  | 102,534 | 105,546 |
Liabilities |  |  |  |
Debt issued by securitization vehicles (non-recourse) |  | 82,220 | 71,324 |
Other secured financing |  | 0 | 0 |
Payable for unsettled trades |  | 0 |  |
Interest payable |  | 196 | 238 |
Other liabilities |  | 179 | 0 |
Total liabilities |  | 82,595 | 71,562 |
Consolidated VIEs | MSR Silo |  |  |  |
Assets |  |  |  |
Cash and cash equivalents |  | 40,714 | 30,444 |
Residential mortgages loans |  | 101,344 | 97,464 |
Assets transferred or pledged to securitization vehicles |  | 0 | 0 |
Mortgage servicing rights |  | 500,744 | 557,813 |
Interest receivable |  | 0 | 0 |
Derivative assets |  | 15 |  |
Other assets |  | 27,290 | 28,756 |
Total assets |  | 670,107 | 714,477 |
Liabilities |  |  |  |
Debt issued by securitization vehicles (non-recourse) |  | 0 | 0 |
Other secured financing |  | 57,667 | 68,385 |
Payable for unsettled trades |  | 15,924 |  |
Interest payable |  | 0 | 0 |
Other liabilities |  | 1,736 | 1,975 |
Total liabilities |  | 75,327 | 70,360 |
Residential Mortgage |  |  |  |
Assets |  |  |  |
Residential mortgages loans |  | 101,300 | $ 97,500 |
Total assets |  | $ 1,300,000 |  |
[1] | (2) Includes cash of consolidated Variable Interest Entities (“VIEs”) of $40.7 million and $30.4 million at March 31, 2019 and December 31, 2018, respectively.
[2] | (1) Derived from the audited consolidated financial statements at December 31, 2018.
[3] | (4) Includes $101.3 million and $97.5 million of residential mortgage loans held for sale, $42.0 million and $42.2 million of commercial mortgage loans held for sale and $44.5 million and $0 of corporate loans held for sale at March 31, 2019 and December 31, 2018, respectively.

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