Annual report pursuant to Section 13 and 15(d)

FAIR VALUE MEASUREMENT - Inputs used in Valuing the Servicer Advances (Details)

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FAIR VALUE MEASUREMENT - Inputs used in Valuing the Servicer Advances (Details) - Servicer Advances
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Outstanding Servicer Advances to UPB of Underlying Residential Mortgage Loans 1.40% 1.40%
Mortgage Servicing Amount (bps) 0.00196 0.00196
Cost to service amount 0.101% 0.096%
Prepayment Rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.106 0.109
Delinquency    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.157 0.177
Discount Rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.053 0.059
Collateral Weighted Average Maturity Years | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Collateral Weighted Average Maturity (in years) 22 years 10 months 24 days 23 years 4 months 24 days