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, 2015	Dec. 31, 2014
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	26.70%	31.50%
Florida [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	8.90%	7.70%
New York [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	7.80%	4.30%
Texas [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	4.30%	4.20%
New Jersey [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	4.10%	3.20%
Maryland [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.80%	4.00%
Illinois [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.40%	3.20%
Virginia [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.10%	3.30%
Washington [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	2.70%	3.60%
Massachusetts [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	2.70%	2.10%
Other U.S. [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	32.50%	32.90%