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] - Excess MSRs [Member]	Dec. 31, 2016	Dec. 31, 2015
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	24.10%	24.20%
Florida [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	8.60%	8.60%
New York [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	7.90%	7.40%
Texas [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	4.60%	4.60%
New Jersey [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	4.20%	4.10%
Maryland [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.70%	3.70%
Illinois [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.50%	3.50%
Virginia [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.10%	3.10%
Georgia [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.10%	3.10%
Massachusetts [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	2.70%	2.70%
Washington [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	2.60%	2.70%
Arizona [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	2.50%	2.50%
Other U.S. [Member]
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	29.40%	29.80%