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])	Mar. 31, 2015	Dec. 31, 2014
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	33.00%	31.50%
Florida [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	9.30%	7.70%
New York [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	4.90%	4.30%
Maryland [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	3.80%	4.00%
Texas [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	3.60%	4.20%
New Jersey [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	3.50%	3.20%
Virginia [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	3.20%	3.30%
Illinois [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	3.20%	3.20%
Washington [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	3.20%	3.60%
Arizona [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	2.70%	3.20%
Other U.S. [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	29.60%	31.80%