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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, 2020 | Dec. 31, 2019
--- | --- | ---
Assets |  |  |
Cash and cash equivalents | [1] | $ 1,243,703 | $ 1,850,729
Loans |  | 498,081 |
Assets transferred or pledged to securitization vehicles |  | 6,910,020 | 7,002,460
Mortgage servicing rights |  | 100,895 | 378,078
Principal and interest receivable |  | 268,073 | 449,906
Other assets |  | 225,494 | 381,220
Total assets |  | 88,455,103 | 130,295,081
Liabilities |  |  |
Other secured financing |  | 917,876 | 4,455,700
Interest payable |  | 191,116 | 476,335
Other liabilities |  | 155,613 | 93,388
Total liabilities |  | 74,433,307 | 114,498,737
Consolidated VIEs |  |  |
Assets |  |  |
Cash and cash equivalents |  | 22,200 | 67,500
Consolidated VIEs | Commercial Trusts |  |  |
Assets |  |  |
Cash and cash equivalents |  | 0 | 0
Loans |  | 0 | 0
Assets transferred or pledged to securitization vehicles |  | 2,166,073 | 2,345,120
Mortgage servicing rights |  | 0 | 0
Principal and interest receivable |  | 5,509 | 7,085
Other assets |  | 0 | 0
Total assets |  | 2,171,582 | 2,352,205
Liabilities |  |  |
Debt issued by securitization vehicles (non-recourse) |  | 1,836,785 | 1,967,523
Other secured financing |  | 0 | 0
Payable for unsettled trades |  | 0 | 0
Interest payable |  | 1,697 | 3,008
Other liabilities |  | 0 | 0
Total liabilities |  | 1,838,482 | 1,970,531
Consolidated VIEs | Residential Trusts |  |  |
Assets |  |  |
Cash and cash equivalents |  | 0 | 0
Loans |  | 0 | 0
Assets transferred or pledged to securitization vehicles |  | 40,035 | 75,924
Mortgage servicing rights |  | 0 | 0
Principal and interest receivable |  | 226 | 408
Other assets |  | 0 | 0
Total assets |  | 40,261 | 76,332
Liabilities |  |  |
Debt issued by securitization vehicles (non-recourse) |  | 23,351 | 57,905
Other secured financing |  | 0 | 0
Payable for unsettled trades |  | 0 | 0
Interest payable |  | 55 | 137
Other liabilities |  | 246 | 78
Total liabilities |  | 23,652 | 58,120
Consolidated VIEs | MSR Silo |  |  |
Assets |  |  |
Cash and cash equivalents |  | 22,241 | 67,455
Loans |  | 47,048 | 66,722
Assets transferred or pledged to securitization vehicles |  | 0 | 0
Mortgage servicing rights |  | 100,895 | 378,078
Principal and interest receivable |  | 0 | 0
Other assets |  | 0 | 27,021
Total assets |  | 170,184 | 539,276
Liabilities |  |  |
Debt issued by securitization vehicles (non-recourse) |  | 0 | 0
Other secured financing |  | 30,420 | 38,981
Payable for unsettled trades |  | 3,076 | 18,364
Interest payable |  | 0 | 0
Other liabilities |  | 13,345 | 2,393
Total liabilities |  | $ 46,841 | $ 59,738
[1] | Includes cash of consolidated Variable Interest Entities (“VIEs”) of $22.2 million and $67.5 million at December 31, 2020 and 2019, respectively.

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