INVESTMENTS IN SERVICER ADVANCES - Summary of Investments in Servicer Advances - Additional Information (Footnote) (Details) - Servicer Advance Joint Venture [Member] $ in Millions	Mar. 31, 2016 USD ($)
Non-Agency Bonds [Member]
Investments in and Advances to Affiliates [Line Items]
Retained non-agency bonds, face amount	$ 175.8
Servicer Advances [Member]
Investments in and Advances to Affiliates [Line Items]
Gross LTV, if sold	96.30%
Net LTV, if sold	95.20%
Gross LTV, including deferred servicing fees	89.40%
Net LTV, including deferred servicing fees	88.40%