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]
Sep. 30, 2016
Dec. 31, 2015
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 17.00% 14.50%
New Jersey [Member]    
Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 10.40% 13.10%
Florida [Member]    
Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 9.90% 10.70%
California [Member]    
Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 8.50% 12.30%
Texas [Member]    
Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 6.70% 3.30%
Illinois [Member]    
Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.90% 4.30%
Maryland [Member]    
Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 4.10% 3.50%
Massachusetts [Member]    
Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.70% 3.30%
Pennsylvania [Member]    
Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.10% 2.80%
Washington [Member]    
Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.00% 3.20%
Other U.S. [Member]    
Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 29.70% 29.00%