INVESTMENTS IN MORTGAGE SERVICING RIGHTS - Summary of the Geographic Distribution of the Underlying Residential Mortgage Loans of the MSRs (Details) - MSRs [Member] - Mortgage Loans [Member]	Dec. 31, 2016
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	100.00%
California [Member]
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	20.50%
Florida [Member]
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	7.30%
Texas [Member]
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	6.30%
New Jersey [Member]
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	4.50%
Illinois [Member]
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	4.10%
Massachusetts [Member]
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	4.10%
Arizona [Member]
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.30%
Washington [Member]
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.20%
Michigan [Member]
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.10%
Maryland [Member]
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.00%
Other U.S. [Member]
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	40.60%