INVESTMENTS IN RESIDENTIAL MORTGAGE LOANS - Schedule of Residential Mortgage Loan Transactions (Details) - Residential Mortgage Loans [Member] $ in Millions		1 Months Ended
		Nov. 30, 2016 USD ($) trust	Aug. 31, 2016 USD ($) trust	May 31, 2016 USD ($) trust	Dec. 31, 2015 USD ($) trust	Nov. 30, 2015 USD ($) trust	Jun. 30, 2015 USD ($) trust	Dec. 31, 2014 USD ($) trust	Aug. 31, 2014 USD ($) trust	May 31, 2014 USD ($) trust	Dec. 31, 2016 USD ($) trust	Sep. 30, 2016 USD ($)	Mar. 31, 2016 USD ($) trust	Sep. 30, 2015 USD ($) trust
Investment [Line Items]
Number of Trusts Called | trust	[1]	13	11	12	14	14	18	25	19	16	1		13	7
Securities Owned Prior [Member]
Investment [Line Items]
Face Amount	[1]	$ 41.7	$ 6.2	$ 60.0	$ 61.4	$ 3.9	$ 13.7	$ 27.9	$ 15.4	$ 17.4	$ 116.6		$ 58.0	$ 7.4
Amortized Cost Basis	[1]	24.2	1.4	44.0	48.0	3.0	9.1	24.0	13.1	12.0	102.0		41.0	4.5
Assets Acquired [Member]
Investment [Line Items]
UPB of Underlying Mortgages	[1]	289.1	312.3	290.6	309.1	345.4	369.0	597.1	530.1	282.2	124.4		167.2	216.3
Loans Held for Sale, Acquired During Period, Purchase Price	[1],[2]	286.8	319.2	298.7	315.1	351.7	388.8				119.1		173.3	223.1
Loan Price	[1],[2]							623.7	536.3	289.4
REO & Other Price	[1],[2]	3.7	1.7	0.6	3.1	1.2	0.0	0.0	3.0	0.0	0.4		3.1	1.5
Loans Sold [Member]
Investment [Line Items]
UPB of Underlying Mortgages	[1],[3]	273.6	308.0	306.9	261.3	511.8	334.5	516.1	463.0	233.8
Gain (Loss)	[1],[3]	(5.2)	8.1	(2.2)	2.1	2.4	(2.8)	0.7	7.0	3.5
Carrying Value											$ 31.2	$ 42.2
Bonds Retained [Member]
Investment [Line Items]
Basis	[1]	43.2	45.7	40.0	36.6	22.0	15.0	28.9	25.8
Retained Assets [Member]
Investment [Line Items]
UPB of Underlying Mortgages	[1],[3]	46.2	45.6	85.9	35.8	29.8	34.5	81.0	66.4	48.4			65.0	19.4
Loans Held for Sale, Acquired During Period, Purchase Price	[1],[3]	21.6	41.1	78.2	26.6	23.4	31.7						61.8	17.2
Loan Price	[1],[3]							71.7	46.3	40.1
REO & Other Price	[1],[3]	$ 4.4	$ 2.3	$ 1.1	$ 2.9	$ 1.2	$ 1.3	$ 4.3	$ 3.0	$ 1.3			$ 3.4	$ 1.5

[1] Any related securitization may occur on the same or a subsequent date, depending on market conditions and other factors. Except as otherwise noted in (C) below, there was one securitization associated with each call.

[2] Price includes par amount paid for all underlying residential mortgage loans of the trusts, plus the basis of the exercised call rights, plus advances and costs incurred (including MSR Fund Payments, as defined in Note 15) in exercising such call rights.

[3] Loans were sold through a securitization which was treated as a sale for accounting purposes. Retained assets are reflected as of the date of the relevant securitization. The securitization that occurred in November 2015 primarily included loans from the September 2015 and November 2015 calls, but also included previously acquired loans. The securitization that occurred in March 2016 primarily included loans from the December 2015 call, but also included previously acquired loans. The securitization that occurred in May 2016 primarily included loans from the March 2016 and May 2016 calls. The securitization that occurred in September 2016 primarily included loans from the August 2016 call, but also included $42.2 million of previously acquired loans. The securitization that occurred in December 2016 primarily included loans from the November 2016 call, but also included $31.2 million of previously acquired loans. No loans from the December 2016 call had been securitized by December 31, 2016.