INVESTMENTS IN RESIDENTIAL MORTGAGE LOANS - Performing Loans Past Due (Details) - Performing Loans - Residential Portfolio Segment	Sep. 30, 2017
Accounts, Notes, Loans and Financing Receivable [Line Items]
Percent past due	100.00%
Financing Receivables, Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Percent past due	84.60%
Financing Receivables, 30 to 59 Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Percent past due	7.60%
Financing Receivables, 60 to 89 Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Percent past due	3.60%
Financing Receivables, 90 to 119 Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Percent past due	2.10%
Financing Receivables, Equal to Greater than 120 Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Percent past due	2.10%