Quarterly report pursuant to Section 13 or 15(d)

INVESTMENTS IN REAL ESTATE SECURITIES - Summary of the Geographic Distribution of the Collateral Securing Non-Agency RMBS (Footnote) (Details)

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INVESTMENTS IN REAL ESTATE SECURITIES - Summary of the Geographic Distribution of the Collateral Securing Non-Agency RMBS (Footnote) (Details)
$ in Millions
Mar. 31, 2016
USD ($)
Servicer Advances [Member] | Bonds [Member]  
Schedule of Available-for-sale Securities [Line Items]  
Face amount of investment $ 431.0