AVAILABLE-FOR-SALE SECURITIES - Narrative (Details)	3 Months Ended		9 Months Ended		12 Months Ended
	Sep. 30, 2017 USD ($) security	Sep. 30, 2016 USD ($)	Sep. 30, 2017 USD ($) security	Sep. 30, 2016 USD ($)	Dec. 31, 2016 USD ($) security	Jun. 30, 2017 USD ($)	Jun. 30, 2016 USD ($)	Dec. 31, 2015 USD ($)
Schedule of Available-for-sale Securities [Line Items]
Credit reserves	$ 0	$ (19,790)	$ 0	$ (187,008)	$ 1,929,833
Credit-related OTTI losses	$ 3,074,728	4,007,230	$ 3,074,728	4,007,230	$ 3,074,728	$ 3,074,728	$ 3,803,650	$ 3,636,432
Number of AFS securities | security	58		58		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	5		5		5
Unrealized gains (losses) on AFS securities	$ 2,187,048	$ (935,717)	$ 3,625,531	$ 5,783,322
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							$ 370,000
AFS Securities
Schedule of Available-for-sale Securities [Line Items]
Unrealized gains (losses) on AFS securities			$ (2,954,193)
Minimum
Schedule of Available-for-sale Securities [Line Items]
Maturity of Available-for-Sale Securities			10 years