Quarterly report pursuant to Section 13 or 15(d)

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)

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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] - MSRs [Member]
Jun. 30, 2015
Dec. 31, 2014
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 100.00% 100.00%
California [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 26.70% 31.50%
Florida [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 9.20% 7.70%
New York [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 7.00% 4.30%
Texas [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 4.50% 4.20%
New Jersey [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 4.00% 3.20%
Maryland [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 3.80% 4.00%
Illinois [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 3.40% 3.20%
Virginia [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 3.20% 3.30%
Washington [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 2.80% 3.60%
Massachusetts [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 2.60% 2.10%
Other U.S. [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 32.80% 32.90%