RESIDENTIAL MORTGAGE LOAN SECURITIZATION TRUSTS - Narrative (Details) - Residential mortgage loans - USD ($)	9 Months Ended	12 Months Ended
Sep. 30, 2017	Dec. 31, 2016
Variable Interest Entity [Line Items]
Investment in Non-Agency RMBS, carrying value	$ 5,601,147	$ 6,374,821
Residential mortgage loans held in securitization trust, unpaid balance	123,424,731	140,690,705
Residential mortgage loan securitized debt obligation, unpaid principal balance	$ 123,424,731	$ 140,690,705

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