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, 2018
Sep. 30, 2017
Sep. 30, 2018
Sep. 30, 2017
Dec. 31, 2017
Investments in and Advances to Affiliates [Line Items]          
Amortized Cost Basis $ 783,141   $ 783,141   $ 3,924,003
Carrying Value $ 799,936   $ 799,936   $ 4,027,379
Weighted Average Discount Rate 5.90%   5.90%   6.80%
Weighted Average Yield 5.80%   5.80%   7.30%
Weighted Average Life (Years)     5 years 10 months 24 days   5 years 1 month 2 days
Change in Fair Value of Servicer Advance Investments $ (5,353) $ 10,941 $ (86,581) $ 70,469