Annual report pursuant to Section 13 and 15(d)

INVESTMENTS IN RESIDENTIAL MORTGAGE LOANS AND REAL ESTATE OWNED - Geographic Distribution of the Underlying Residential Mortgage Loans (Details)

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INVESTMENTS IN RESIDENTIAL MORTGAGE LOANS AND REAL ESTATE OWNED - Geographic Distribution of the Underlying Residential Mortgage Loans (Details) - Residential Mortgage Loans
Dec. 31, 2019
Dec. 31, 2018
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 100.00% 100.00%
California    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 16.10% 16.70%
New York    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 9.00% 11.70%
Florida    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 8.40% 8.80%
Texas    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 7.10% 4.70%
Georgia    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 4.80% 2.70%
New Jersey    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 4.20% 5.30%
Illinois    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.60% 4.00%
Maryland    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.30% 3.60%
Massachusetts    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.30% 3.10%
Pennsylvania    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 2.90% 3.10%
Other U.S.    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 37.30% 36.30%