Quarterly report pursuant to Section 13 or 15(d)

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

v3.20.1
FAIR VALUE MEASUREMENT - Information Regarding the Inputs used in Valuing the Servicer Advances (Details) - Servicer Advances
3 Months Ended 12 Months Ended
Mar. 31, 2020
Dec. 31, 2019
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Mortgage servicing amount 11.00%  
Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Outstanding Servicer Advances to UPB of Underlying Residential Mortgage Loans 0.80%  
Mortgage servicing amount 0.156  
Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Outstanding Servicer Advances to UPB of Underlying Residential Mortgage Loans 1.60%  
Mortgage servicing amount 0.198  
Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Outstanding Servicer Advances to UPB of Underlying Residential Mortgage Loans 1.60%  
Mortgage servicing amount 0.196  
Prepayment Rate | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.082  
Prepayment Rate | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.087  
Prepayment Rate | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.087  
Delinquency | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.048  
Delinquency | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.177  
Delinquency | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.173  
Discount Rate | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.058  
Discount Rate | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.063  
Discount Rate | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.058  
Collateral Weighted Average Maturity (Years) | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, term   22 years 6 months
Collateral Weighted Average Maturity (Years) | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, term   22 years 8 months 12 days
Collateral Weighted Average Maturity (Years) | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, term   22 years 8 months 12 days