Quarterly report pursuant to Section 13 or 15(d)

SERVICER ADVANCE INVESTMENTS - Summary of Investments in Servicer Advances (Details)

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SERVICER ADVANCE INVESTMENTS - Summary of Investments in Servicer Advances (Details) - Servicer Advance Investments - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended 12 Months Ended
Sep. 30, 2019
Sep. 30, 2018
Sep. 30, 2019
Sep. 30, 2018
Dec. 31, 2018
Investments in and Advances to Affiliates [Line Items]          
Amortized Cost Basis $ 570,570   $ 570,570   $ 721,801
Carrying Value $ 600,547   $ 600,547   $ 735,846
Weighted Average Discount Rate 5.10%   5.10%   5.90%
Weighted Average Yield 5.70%   5.70%   5.80%
Weighted Average Life (Years)     6 years 3 months 18 days   5 years 8 months 12 days
Change in Fair Value of Servicer Advance Investments $ 6,641 $ (5,353) $ 15,932 $ (86,581)