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VARIABLE INTEREST ENTITIES - Statement of Financial Condition of VIEs Reflected in Consolidated Statements of Financial Condition (Details) - USD ($) $ in Thousands | Dec. 31, 2019 | Dec. 31, 2018
--- | --- | ---
Assets |  |  |
Cash and cash equivalents | [1] | $ 1,850,729 | $ 1,735,749
Loans |  | 669,713 |
Assets transferred or pledged to securitization vehicles |  | 7,002,460 | 3,833,200
Mortgage servicing rights |  | 378,078 | 557,813
Principal and interest receivable |  | 449,906 | 357,365
Other assets |  | 381,220 | 333,988
Total assets |  | 130,295,081 | 105,787,527
Liabilities |  |  |
Other secured financing |  | 4,455,700 | 4,183,311
Interest payable |  | 476,335 | 570,928
Other liabilities |  | 93,388 | 74,580
Total liabilities |  | 114,498,737 | 91,669,726
Consolidated VIEs |  |  |
Assets |  |  |
Cash and cash equivalents |  | 67,500 | 30,400
Consolidated VIEs | Commercial Trusts |  |  |
Assets |  |  |
Cash and cash equivalents |  | 0 | 0
Loans |  | 0 | 0
Assets transferred or pledged to securitization vehicles |  | 2,345,120 | 2,738,369
Mortgage servicing rights |  | 0 | 0
Principal and interest receivable |  | 7,085 | 11,451
Other assets |  | 0 | 0
Total assets |  | 2,352,205 | 2,749,820
Liabilities |  |  |
Debt issued by securitization vehicles (non-recourse) |  | 1,967,523 | 2,509,264
Other secured financing |  | 0 | 0
Payable for unsettled trades |  | 0 |
Interest payable |  | 3,008 | 4,594
Other liabilities |  | 0 | 0
Total liabilities |  | 1,970,531 | 2,513,858
Consolidated VIEs | Residential Trusts |  |  |
Assets |  |  |
Cash and cash equivalents |  | 0 | 0
Loans |  | 0 | 0
Assets transferred or pledged to securitization vehicles |  | 75,924 | 105,003
Mortgage servicing rights |  | 0 | 0
Principal and interest receivable |  | 408 | 539
Other assets |  | 0 | 4
Total assets |  | 76,332 | 105,546
Liabilities |  |  |
Debt issued by securitization vehicles (non-recourse) |  | 57,905 | 71,324
Other secured financing |  | 0 | 0
Payable for unsettled trades |  | 0 |
Interest payable |  | 137 | 238
Other liabilities |  | 78 | 0
Total liabilities |  | 58,120 | 71,562
Consolidated VIEs | MSR Silo |  |  |
Assets |  |  |
Cash and cash equivalents |  | 67,455 | 30,444
Loans |  | 66,722 | 97,464
Assets transferred or pledged to securitization vehicles |  | 0 | 0
Mortgage servicing rights |  | 378,078 | 557,813
Principal and interest receivable |  | 0 | 0
Other assets |  | 27,021 | 28,756
Total assets |  | 539,276 | 714,477
Liabilities |  |  |
Debt issued by securitization vehicles (non-recourse) |  | 0 | 0
Other secured financing |  | 38,981 | 68,385
Payable for unsettled trades |  | 18,364 |
Interest payable |  | 0 | 0
Other liabilities |  | 2,393 | 1,975
Total liabilities |  | $ 59,738 | $ 70,360
[1] | Includes cash of consolidated Variable Interest Entities (“VIEs”) of $67.5 million and $30.4 million at December 31, 2019 and 2018, respectively.

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