INVESTMENTS IN MORTGAGE SERVICING RIGHTS AND MORTGAGE SERVICING RIGHTS FINANCING RECEIVABLE - Summary of the Geographic Distribution of the Underlying Residential Mortgage Loans (Details) - Mortgage Servicing Rights - Mortgage Loans	Sep. 30, 2017	Dec. 31, 2016
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	100.00%	100.00%
California
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	19.00%	20.50%
New York
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	6.30%	2.80%
Florida
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	6.00%	7.30%
Texas
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	5.70%	6.30%
New Jersey
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	5.20%	4.50%
Illinois
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	4.10%	4.10%
Massachusetts
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.80%	4.10%
Michigan
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.60%	3.10%
Pennsylvania
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.30%	2.90%
Virginia
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.10%	2.80%
Other U.S.
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	39.90%	41.60%