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 12 Months Ended
Mar. 31, 2020
Mar. 31, 2019
Dec. 31, 2019
Investments in and Advances to Affiliates [Line Items]      
Amortized Cost Basis $ 509,989   $ 557,444
Carrying Value $ 515,574   $ 581,777
Weighted Average Discount Rate 5.80%   5.30%
Weighted Average Yield 5.60%   5.70%
Weighted Average Life (Years) 6 years 8 months 12 days   6 years 3 months 18 days
Change in fair value of Servicer Advance Investments $ (18,749) $ 7,903