INVESTMENTS IN RESIDENTIAL MORTGAGE LOANS - Geographic Distribution of the Underlying Residential Mortgage Loans (Details) - Residential Mortgage Loans	Dec. 31, 2017	Dec. 31, 2016
Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	100.00%	100.00%
New York
Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	12.80%	16.70%
New Jersey
Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	5.20%	9.60%
Florida
Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	8.20%	11.40%
California
Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	9.10%	10.30%
Texas
Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	6.60%	3.90%
Maryland
Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	2.70%	4.70%
Illinois
Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.90%	4.00%
Massachusetts
Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	2.70%	3.50%
Pennsylvania
Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.40%	2.90%
Washington
Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	1.70%	2.80%
Other U.S.
Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	43.70%	30.20%