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]	Jun. 30, 2016	Dec. 31, 2015
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	12.80%	12.90%
Florida [Member]
Schedule of Equity Method Investments [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	7.30%	7.40%
Texas [Member]
Schedule of Equity Method Investments [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	6.10%	6.10%
New York [Member]
Schedule of Equity Method Investments [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	5.90%	5.80%
Georgia [Member]
Schedule of Equity Method Investments [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	5.70%	5.70%
New Jersey [Member]
Schedule of Equity Method Investments [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	4.20%	4.30%
Illinois [Member]
Schedule of Equity Method Investments [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	4.00%	4.00%
Maryland [Member]
Schedule of Equity Method Investments [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	3.30%	3.20%
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%	3.10%
Other U.S. [Member]
Schedule of Equity Method Investments [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	44.40%	44.30%