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 - Mortgage Loans
Jun. 30, 2018
Dec. 31, 2017
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 24.80% 24.00%
Florida    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 8.00% 8.70%
New York    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 6.50% 8.50%
Texas    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 4.50% 4.60%
New Jersey    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.90% 4.10%
Maryland    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.80% 3.70%
Illinois    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.60% 3.50%
Georgia    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.50% 3.10%
Virginia    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.30% 3.00%
Arizona    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 2.70% 2.50%
Washington    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 2.60% 2.40%
Pennsylvania    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 2.50% 2.60%
Other U.S.    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 30.30% 29.30%