Quarterly report pursuant to Section 13 or 15(d)

INVESTMENTS IN EXCESS MORTGAGE SERVICING RIGHTS - Narrative (Details)

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INVESTMENTS IN EXCESS MORTGAGE SERVICING RIGHTS - Narrative (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Jan. 04, 2016
Sep. 30, 2016
Sep. 30, 2016
Excess MSRs Investees [Member]      
Investment [Line Items]      
UPB of Underlying Mortgages   $ 63,834,062 $ 63,834,062
Excess MSRs Investees [Member] | MSRs [Member]      
Investment [Line Items]      
Weighted average discount rate, used to value investments in excess MSRs   9.80% 9.80%
Fannie Mae [Member] | Excess MSRs [Member]      
Investment [Line Items]      
Purchase of servicer advance investments $ 2,000    
Percentage of Excess MSRs acquired 66.70%    
UPB of Underlying Mortgages $ 17,200,000    
Fannie Mae [Member] | Excess MSRs [Member] | Nationstar [Member]      
Investment [Line Items]      
Percentage of Excess MSRs acquired 33.30%