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 - Excess MSRs	Dec. 31, 2017	Dec. 31, 2016
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	100.00%	100.00%
California
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	24.00%	24.10%
Florida
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	8.70%	8.60%
New York
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	8.50%	7.90%
Texas
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	4.60%	4.60%
New Jersey
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	4.10%	4.20%
Maryland
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.70%	3.70%
Illinois
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.50%	3.50%
Georgia
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.10%	3.10%
Virginia
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.00%	3.10%
Massachusetts
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	2.70%	2.70%
Pennsylvania
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	2.60%	2.50%
Arizona
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	2.50%	2.50%
Other U.S.
Concentration Risk [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	29.00%	29.50%