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]
Sep. 30, 2016
Dec. 31, 2015
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 26.40% 26.70%
Florida [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 8.80% 8.90%
New York [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 8.10% 7.80%
Texas [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 4.20% 4.30%
New Jersey [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 4.10% 4.10%
Maryland [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 3.80% 3.80%
Massachusetts [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 2.70% 2.70%
Illinois [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 3.40% 3.40%
Virginia [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 3.10% 3.10%
Washington [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 2.60% 2.70%
Other U.S. [Member]    
Concentration Risk [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount as of 32.80% 32.50%