RESIDENTIAL MORTGAGE LOAN SECURITIZATION TRUSTS - Narrative (Details) - Residential mortgage loans - USD ($)	3 Months Ended	12 Months Ended
	Mar. 31, 2017	Dec. 31, 2016
Variable Interest Entity [Line Items]
Investment in Non-Agency RMBS, carrying value	$ 6,006,478	$ 6,374,821
Residential mortgage loans held in securitization trust, unpaid balance	132,562,375	140,690,705
Residential mortgage loan securitized debt obligation, unpaid principal balance	$ 132,562,375	$ 140,690,705