INVESTMENTS IN MORTGAGE SERVICING RIGHTS - Summary of the Geographic Distribution of the Underlying Residential Mortgage Loans (Details) - Mortgage Servicing Rights [Member] - Mortgage Loans [Member]	Mar. 31, 2017	Dec. 31, 2016
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	100.00%	100.00%
California [Member]
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	21.30%	20.50%
Texas [Member]
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	6.00%	6.30%
Florida [Member]
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	5.90%	7.30%
New York [Member]
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	5.80%	2.80%
Illinois [Member]
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	4.40%	4.10%
New Jersey [Member]
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	4.40%	4.50%
Massachusetts [Member]
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	4.10%	4.10%
Michigan [Member]
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	4.00%	3.10%
Georgia [Member]
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	3.10%	2.70%
Pennsylvania [Member]
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	3.00%	2.90%
Other U.S. [Member]
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount as of	38.00%	41.70%