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) - Excess MSRs [Member] - Mortgage Loans [Member]
Jun. 30, 2017
Dec. 31, 2016
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 24.00% 24.10%
Florida [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 8.70% 8.60%
New York [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 8.10% 7.90%
Texas [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 4.60% 4.60%
New Jersey [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 4.20% 4.20%
Maryland [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 3.80% 3.70%
Illinois [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 3.50% 3.50%
Virginia [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 3.10% 3.10%
Georgia [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 3.10% 3.10%
Massachusetts [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 2.70% 2.70%
Arizona [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 2.50% 2.50%
Washington [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 2.50% 2.60%
Other U.S. [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 29.20% 29.40%