INVESTMENTS IN EXCESS MORTGAGE SERVICING RIGHTS, EQUITY METHOD INVESTEES - Summary of the Geographic Distribution of the Underlying Residential Mortgage Loans of the Excess MSR Investments made through Equity Method Investees (Details) (Mortgage Loans [Member], Excess MSRs Investees [Member])	Mar. 31, 2015	Dec. 31, 2014
Schedule of Equity Method Investments [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	100.00%	100.00%
California [Member]
Schedule of Equity Method Investments [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	13.10%	23.50%
Florida [Member]
Schedule of Equity Method Investments [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	7.40%	8.90%
Texas [Member]
Schedule of Equity Method Investments [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	6.10%	4.80%
Georgia [Member]
Schedule of Equity Method Investments [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	5.60%	4.10%
New York [Member]
Schedule of Equity Method Investments [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	5.50%	5.60%
New Jersey [Member]
Schedule of Equity Method Investments [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	4.10%	3.90%
Illinois [Member]
Schedule of Equity Method Investments [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	4.00%	3.50%
Virginia [Member]
Schedule of Equity Method Investments [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	3.20%	3.20%
Maryland [Member]
Schedule of Equity Method Investments [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	3.20%	3.30%
Pennsylvania [Member]
Schedule of Equity Method Investments [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	3.00%	2.30%
Other U.S. [Member]
Schedule of Equity Method Investments [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	44.80%	36.90%