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FAIR VALUE MEASUREMENTS - Information Regarding the Inputs used in Valuing the Servicer Advances (Details)
6 Months Ended
Jun. 30, 2022
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 0.90%
Mortgage Servicing Amount 0.00174
Servicer Advances | Maximum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Outstanding Servicer Advances to UPB of Underlying Residential Mortgage Loans 1.80%
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 1.80%
Mortgage Servicing Amount 0.00198
Prepayment Rate | Servicer Advances | Minimum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Servicing asset, measurement input 0.045
Prepayment Rate | Servicer Advances | Maximum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Servicing asset, measurement input 0.060
Prepayment Rate | Servicer Advances | Weighted Average  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Servicing asset, measurement input 0.059
Delinquency | Servicer Advances | Minimum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Servicing asset, measurement input 0.036
Delinquency | Servicer Advances | Maximum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Servicing asset, measurement input 0.155
Delinquency | Servicer Advances | Weighted Average  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Servicing asset, measurement input 0.152
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) | Servicer Advances | Minimum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Collateral Weighted Average Maturity (Years) 22 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