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INVESTMENTS IN RESIDENTIAL MORTGAGE LOANS - Call Rights (Details) - Residential Mortgage Loans
$ in Millions
1 Months Ended
Jul. 31, 2017
USD ($)
trust
Jun. 30, 2017
USD ($)
trust
May 31, 2017
USD ($)
trust
Apr. 30, 2017
USD ($)
trust
Feb. 28, 2017
USD ($)
trust
Sep. 30, 2017
USD ($)
trust
Mar. 31, 2017
USD ($)
trust
Jan. 31, 2017
USD ($)
trust
Investment [Line Items]                
Number of Trusts Called | trust 22   15   31 21 12 2
Call Right, Batch 1                
Investment [Line Items]                
Number of Trusts Called | trust   20   0        
Call Right, Batch 2                
Investment [Line Items]                
Number of Trusts Called | trust   3   14        
Securities Owned Prior                
Investment [Line Items]                
Face Amount $ 19.9   $ 26.4   $ 60.9 $ 120.6 $ 0.0 $ 49.3
Amortized Cost Basis 15.7   16.9   40.1 95.1 0.0 43.6
Securities Owned Prior | Call Right, Batch 1                
Investment [Line Items]                
Face Amount   $ 1.0   $ 0.0        
Amortized Cost Basis   0.5   0.0        
Securities Owned Prior | Call Right, Batch 2                
Investment [Line Items]                
Face Amount   28.2   9.8        
Amortized Cost Basis   17.3   6.3        
Assets Acquired                
Investment [Line Items]                
Unpaid Principal Balance 358.5   420.5   882.0 583.7 222.4 98.8
Loan Price 360.5   424.4   895.5 593.2 228.8 96.7
REO & Other Price 1.7   3.7   10.1 $ 5.3 0.4 $ 7.5
Assets Acquired | Call Right, Batch 1                
Investment [Line Items]                
Unpaid Principal Balance   534.8   0.0        
Loan Price   549.8   0.0        
REO & Other Price   0.8   0.0        
Assets Acquired | Call Right, Batch 2                
Investment [Line Items]                
Unpaid Principal Balance   101.7   376.9        
Loan Price   106.6   378.8        
REO & Other Price   1.9   5.9        
Loans Sold                
Investment [Line Items]                
Unpaid Principal Balance 339.3   716.0   773.8      
Gain (Loss) 2.7   5.7   2.1      
Loans Sold | Call Right, Batch 1                
Investment [Line Items]                
Unpaid Principal Balance   497.6   668.0        
Gain (Loss)   10.3   10.3        
Previously acquired UPB   31.1            
Retained Bonds                
Investment [Line Items]                
Basis 25.7   68.4   81.9      
Retained Bonds | Call Right, Batch 1                
Investment [Line Items]                
Basis   58.4   76.1        
Retained Assets                
Investment [Line Items]                
Unpaid Principal Balance 18.3   47.6   105.9   27.7  
Loan Price 18.6   40.5   90.1   25.7  
REO & Other Price $ 1.7   $ 3.7   $ 10.8   $ 0.4  
Retained Assets | Call Right, Batch 1                
Investment [Line Items]                
Unpaid Principal Balance   34.9   0.0        
Loan Price   40.4   0.0        
REO & Other Price   $ 0.8   0.0        
Retained Assets | Call Right, Batch 2                
Investment [Line Items]                
Unpaid Principal Balance       62.5        
Loan Price       55.7        
REO & Other Price       $ 5.9