Annual report pursuant to Section 13 and 15(d)

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

v3.20.4
FAIR VALUE MEASUREMENT - Inputs used in Valuing the Servicer Advances (Details)
12 Months Ended
Dec. 31, 2020
Dec. 31, 2019
Servicer Advances    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Outstanding Servicer Advances to UPB of Underlying Residential Mortgage Loans   1.40%
Cost to service amount 0.10% 0.101%
Servicer Advances | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Outstanding Servicer Advances to UPB of Underlying Residential Mortgage Loans 1.10%  
Mortgage Servicing Amount 17.1  
Servicer Advances | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Outstanding Servicer Advances to UPB of Underlying Residential Mortgage Loans 1.70%  
Mortgage Servicing Amount 19.8 19.6
Servicer Advances | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Outstanding Servicer Advances to UPB of Underlying Residential Mortgage Loans 1.70%  
Mortgage Servicing Amount 19.7  
Prepayment Rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input   0.123
Prepayment Rate | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.076  
Prepayment Rate | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.241  
Prepayment Rate | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.129  
Prepayment Rate | Servicer Advances    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input   0.106
Prepayment Rate | Servicer Advances | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.093  
Prepayment Rate | Servicer Advances | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.093  
Prepayment Rate | Servicer Advances | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.093  
Delinquency    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input   0.041
Delinquency | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.004  
Delinquency | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.130  
Delinquency | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.042  
Delinquency | Servicer Advances    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input   0.157
Delinquency | Servicer Advances | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.069  
Delinquency | Servicer Advances | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.091  
Delinquency | Servicer Advances | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.090  
Discount Rate | Servicer Advances    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input   0.053
Discount Rate | Servicer Advances | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.052  
Discount Rate | Servicer Advances | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.057  
Discount Rate | Servicer Advances | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.052  
Collateral Weighted Average Maturity Years    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Collateral Weighted Average Maturity (in years)   23 years
Collateral Weighted Average Maturity Years | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0  
Collateral Weighted Average Maturity Years | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 30  
Collateral Weighted Average Maturity Years | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 23  
Collateral Weighted Average Maturity Years | Servicer Advances    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Collateral Weighted Average Maturity (in years)   22 years 10 months 24 days
Collateral Weighted Average Maturity Years | Servicer Advances | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Collateral Weighted Average Maturity (in years) 22 years 3 months 18 days