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) (Mortgage Loans [Member], MSRs [Member])	Dec. 31, 2014	Dec. 31, 2013
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	100.00%	100.00%
California [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	31.50%	31.50%
Florida [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	7.70%	9.80%
New York [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	4.30%	4.90%
Texas [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	4.20%	4.00%
Maryland [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	4.00%	3.50%
Washington [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.60%	3.90%
Virginia [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.30%	3.10%
Arizona [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.20%	3.50%
Illinois [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.20%	2.70%
New Jersey [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.20%	3.30%
Other U.S. [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	31.80%	29.80%