RESIDENTIAL MORTGAGE LOAN SECURITIZATION TRUSTS - Narrative (Details) - Residential mortgage loans - USD ($)	6 Months Ended	12 Months Ended
	Jun. 30, 2017	Dec. 31, 2016
Variable Interest Entity [Line Items]
Investment in Non-Agency RMBS, carrying value	$ 5,756,398	$ 6,374,821
Residential mortgage loans held in securitization trust, unpaid balance	128,376,385	140,690,705
Residential mortgage loan securitized debt obligation, unpaid principal balance	$ 128,376,385	$ 140,690,705