Quarterly report pursuant to Section 13 or 15(d)

FAIR VALUE MEASUREMENT - Summary of Certain Information Regarding the Inputs used in Valuing the Servicer Advances (Details)

v3.7.0.1
FAIR VALUE MEASUREMENT - Summary of Certain Information Regarding the Inputs used in Valuing the Servicer Advances (Details) - Servicer Advances [Member]
6 Months Ended
Jun. 30, 2017
Fair Value Inputs, Equity, Quantitative Information [Line Items]  
Outstanding Servicer Advances to UPB of Underlying Residential Mortgage Loans 1.80%
Prepayment Speed 10.00%
Delinquency 15.20%
Mortgage Servicing Amount (bps) 0.00142
Cost to Service Amount 0.159%
Discount Rate 6.50%
Weighted Average [Member]  
Fair Value Inputs, Equity, Quantitative Information [Line Items]  
Collateral Weighted Average Maturity (in years) 25 years