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]	Sep. 30, 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	12.90%	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%
New York [Member]
Schedule of Equity Method Investments [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	5.70%	5.60%
Georgia [Member]
Schedule of Equity Method Investments [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	5.60%	4.10%
New Jersey [Member]
Schedule of Equity Method Investments [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	4.20%	3.90%
Illinois [Member]
Schedule of Equity Method Investments [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	4.00%	3.50%
Maryland [Member]
Schedule of Equity Method Investments [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	3.20%	3.30%
Virginia [Member]
Schedule of Equity Method Investments [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	3.20%	3.20%
Pennsylvania [Member]
Schedule of Equity Method Investments [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	3.10%	2.30%
Other U.S. [Member]
Schedule of Equity Method Investments [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	44.60%	36.90%