INVESTMENTS IN EXCESS MORTGAGE SERVICING RIGHTS - Summary of the Geographic Distribution of the Underlying Residential Mortgage Loans of the Direct Investments in Excess MSRs (Details) - Excess MSRs [Member] - Mortgage Loans [Member]	Jun. 30, 2017	Dec. 31, 2016
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	100.00%	100.00%
California [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	24.00%	24.10%
Florida [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	8.70%	8.60%
New York [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	8.10%	7.90%
Texas [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	4.60%	4.60%
New Jersey [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	4.20%	4.20%
Maryland [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	3.80%	3.70%
Illinois [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	3.50%	3.50%
Virginia [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	3.10%	3.10%
Georgia [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	3.10%	3.10%
Massachusetts [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	2.70%	2.70%
Arizona [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	2.50%	2.50%
Washington [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	2.50%	2.60%
Other U.S. [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	29.20%	29.40%