Quarterly report pursuant to Section 13 or 15(d)

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

v3.21.2
FAIR VALUE MEASUREMENTS - Information Regarding the Inputs used in Valuing the Servicer Advances (Details)
9 Months Ended
Sep. 30, 2021
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Fair value inputs, monthly servicing fee 1090.00%
Servicer Advances | Minimum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Outstanding Servicer Advances to UPB of Underlying Residential Mortgage Loans 0.70%
Mortgage Servicing Amount 0.00176
Servicer Advances | Maximum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Outstanding Servicer Advances to UPB of Underlying Residential Mortgage Loans 1.50%
Mortgage Servicing Amount 0.00198
Servicer Advances | Weighted Average  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Outstanding Servicer Advances to UPB of Underlying Residential Mortgage Loans 1.50%
Mortgage Servicing Amount 0.00197
Prepayment Rate | Minimum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Servicing asset, measurement input 0.060
Prepayment Rate | Maximum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Servicing asset, measurement input 0.439
Prepayment Rate | Weighted Average  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Servicing asset, measurement input 0.105
Prepayment Rate | Servicer Advances | Minimum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Servicing asset, measurement input 0.066
Prepayment Rate | Servicer Advances | Maximum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Servicing asset, measurement input 0.082
Prepayment Rate | Servicer Advances | Weighted Average  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Servicing asset, measurement input 0.082
Delinquency | Minimum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Servicing asset, measurement input 0.003
Delinquency | Maximum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Servicing asset, measurement input 0.632
Delinquency | Weighted Average  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Servicing asset, measurement input 0.030
Delinquency | Servicer Advances | Minimum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Servicing asset, measurement input 0.046
Delinquency | Servicer Advances | Maximum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Servicing asset, measurement input 0.150
Delinquency | Servicer Advances | Weighted Average  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Servicing asset, measurement input 0.148
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) | Minimum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Collateral Weighted Average Maturity (Years) 0 years
Collateral Weighted Average Maturity (Years) | Maximum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Collateral Weighted Average Maturity (Years) 40 years
Collateral Weighted Average Maturity (Years) | Weighted Average  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Collateral Weighted Average Maturity (Years) 24 years
Collateral Weighted Average Maturity (Years) | Servicer Advances | Minimum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Collateral Weighted Average Maturity (Years) 21 years
Collateral Weighted Average Maturity (Years) | Servicer Advances | Maximum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Collateral Weighted Average Maturity (Years) 22 years 2 months 12 days
Collateral Weighted Average Maturity (Years) | Servicer Advances | Weighted Average  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Collateral Weighted Average Maturity (Years) 22 years 2 months 12 days