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VARIABLE INTEREST ENTITIES Schedule of Financial Condition of VIEs Reflected in Consolidated Statements of Financial Condition (Details) - USD ($) $ in Thousands | Mar. 31, 2021 | Dec. 31, 2020
--- | --- | ---
Assets |  |  |  |
Cash and cash equivalents | [1] | $ 1,122,793 | $ 1,243,703 | [2]
Assets transferred or pledged to securitization vehicles |  | 3,768,922 | 6,910,020 | [2]
Mortgage servicing rights |  | 113,080 | 100,895 | [2]
Principal and interest receivable |  | 259,655 | 268,073 | [2]
Other assets |  | 177,907 | 225,494 | [2]
Total assets |  | 85,369,589 | 88,455,103 | [2]
Liabilities |  |  |  |
Other secured financing |  | 922,605 | 917,876 | [2]
Interest payable |  | 100,949 | 191,116 | [2]
Other liabilities |  | 213,924 | 155,613 | [2]
Total liabilities |  | 71,301,994 | 74,433,307 | [2]
Consolidated VIEs |  |  |  |
Assets |  |  |  |
Cash and cash equivalents |  | 30,500 | 22,200 |
Consolidated VIEs | Residential Trusts |  |  |  |
Assets |  |  |  |
Cash and cash equivalents |  | 0 | 0 |
Loans |  | 0 | 0 |
Assets transferred or pledged to securitization vehicles |  | 36,786 | 40,035 |
Mortgage servicing rights |  | 0 | 0 |
Principal and interest receivable |  | 214 | 226 |
Other assets |  | 0 |  |
Total assets |  | 37,000 | 40,261 |
Liabilities |  |  |  |
Debt issued by securitization vehicles (non-recourse) |  | 20,254 | 23,351 |
Other secured financing |  |  | 0 |
Payable for unsettled trades |  | 0 | 0 |
Interest payable |  | 48 | 55 |
Other liabilities |  | 408 | 246 |
Total liabilities |  | 20,710 | 23,652 |
Consolidated VIEs | MSR Silo |  |  |  |
Assets |  |  |  |
Cash and cash equivalents |  | 30,529 | 22,241 |
Loans |  | 45,982 | 47,048 |
Assets transferred or pledged to securitization vehicles |  | 0 | 0 |
Mortgage servicing rights |  | 113,080 | 100,895 |
Principal and interest receivable |  | 0 | 0 |
Other assets |  | 24,150 |  |
Total assets |  | 213,741 | 170,184 |
Liabilities |  |  |  |
Debt issued by securitization vehicles (non-recourse) |  | 0 | 0 |
Other secured financing |  |  | 30,420 |
Payable for unsettled trades |  | 587 | 3,076 |
Interest payable |  | 0 | 0 |
Other liabilities |  | 13,106 | 13,345 |
Total liabilities |  | $ 13,693 | $ 46,841 |
[1] | Includes cash of consolidated Variable Interest Entities (“VIEs”) of $30.5 million and $22.2 million at March 31, 2021 and December 31, 2020, respectively.
[2] | Derived from the audited consolidated financial statements at December 31, 2020.

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