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
9 Months Ended 12 Months Ended
Sep. 30, 2021
Dec. 31, 2020
Investments in and Advances to Affiliates [Line Items]    
Amortized Cost Basis $ 453,442 $ 512,958
Carrying Value $ 472,004 $ 538,056
Weighted Average Discount Rate 5.20% 5.20%
Weighted Average Yield 5.60% 5.70%
Weighted Average Life (Years) 6 years 6 years