Quarterly report pursuant to Section 13 or 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
Mar. 31, 2020
Dec. 31, 2019
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 16.80% 16.10%
Florida    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 9.90% 9.00%
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 7.70% 8.40%
Texas    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 7.50% 7.10%
Georgia    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 4.60% 4.80%
Texas    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 4.60% 4.20%
Illinois    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.40% 3.60%
Maryland    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.10% 3.30%
Pennsylvania    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.10% 2.90%
Virginia    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 2.70% 2.70%
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 36.60% 37.90%