AVAILABLE-FOR-SALE SECURITIES - Narrative (Details)	3 Months Ended		12 Months Ended
	Mar. 31, 2017 USD ($) security	Mar. 31, 2016 USD ($)	Dec. 31, 2016 USD ($) security	Dec. 31, 2015 USD ($)
Schedule of Available-for-sale Securities [Line Items]
Credit reserves	$ 0	$ (20,994)	$ 1,929,833
Credit-related OTTI Losses	$ 3,074,728	3,657,426	$ 3,074,728	$ 3,636,432
Number of AFS securities | security	50		46
Number of AFS securities, unrealized loss position for less than twelve months | security	31		31
Number of AFS securities, unrealized loss position for more than twelve months | security	4		5
Unrealized gains (losses) on AFS securities	$ 3,550,902	(1,101,326)
Non Agency
Schedule of Available-for-sale Securities [Line Items]
Interest-only securities, notional amount			$ 509,109,248
Interest-only securities, book value			14,712,374
Interest-only securities, unrealized loss			9,448,270
Interest-only securities, fair value			$ 5,264,104
Credit-related OTTI Losses		$ 20,000
AFS Securities
Schedule of Available-for-sale Securities [Line Items]
Unrealized gains (losses) on AFS securities	$ 3,550,902