AVAILABLE-FOR-SALE SECURITIES - Narrative (Details)	3 Months Ended		6 Months Ended		12 Months Ended
	Jun. 30, 2017 USD ($) security	Jun. 30, 2016 USD ($)	Jun. 30, 2017 USD ($) security	Jun. 30, 2016 USD ($)	Dec. 31, 2016 USD ($) security	Mar. 31, 2017 USD ($)	Mar. 31, 2016 USD ($)	Dec. 31, 2015 USD ($)
Schedule of Available-for-sale Securities [Line Items]
Credit reserves	$ 0	$ (146,224)	$ 0	$ (167,218)	$ 1,929,833
Credit-related OTTI losses	$ 3,074,728	3,803,650	$ 3,074,728	3,803,650	$ 3,074,728	$ 3,074,728	$ 3,657,426	$ 3,636,432
Number of AFS securities | security	60		60		46
Number of AFS securities, unrealized loss position for less than twelve months | security	41		41		31
Number of AFS securities, unrealized loss position for more than twelve months | security	2		2		5
Unrealized gains (losses) on AFS securities	$ (2,112,419)	7,820,364	$ 1,438,483	6,719,038
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		$ 170,000		$ 170,000
AFS Securities
Schedule of Available-for-sale Securities [Line Items]
Unrealized gains (losses) on AFS securities			$ 1,438,483
Minimum
Schedule of Available-for-sale Securities [Line Items]
Maturity of Available-for-Sale Securities			10 years