Quarterly report pursuant to Section 13 or 15(d)

INVESTMENTS IN RESIDENTIAL MORTGAGE LOANS - Summary of the Geographic Distribution of the Underlying Residential Mortgage Loans (Details)

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INVESTMENTS IN RESIDENTIAL MORTGAGE LOANS - Summary of the Geographic Distribution of the Underlying Residential Mortgage Loans (Details) - Residential Mortgage Loans [Member]
Jun. 30, 2017
Dec. 31, 2016
Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 100.00% 100.00%
New York [Member]    
Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 15.80% 16.70%
New Jersey [Member]    
Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 7.00% 9.60%
Florida [Member]    
Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 7.90% 11.40%
California [Member]    
Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 7.80% 10.30%
Texas [Member]    
Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 5.40% 3.90%
Maryland [Member]    
Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.10% 4.70%
Illinois [Member]    
Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 4.00% 4.00%
Massachusetts [Member]    
Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.30% 3.50%
Pennsylvania [Member]    
Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.80% 2.90%
Washington [Member]    
Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 2.10% 2.80%
Other U.S. [Member]    
Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 39.80% 30.20%