INVESTMENTS IN RESIDENTIAL MORTGAGE LOANS - Call Rights (Details) - Residential Mortgage Loans $ in Millions	1 Months Ended
	Oct. 31, 2017 USD ($) trust	Jul. 31, 2017 USD ($) trust	Jun. 30, 2017 USD ($) trust	May 31, 2017 USD ($) trust	Apr. 30, 2017 USD ($) trust	Feb. 28, 2017 USD ($) trust	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, 2017 USD ($) trust	Nov. 30, 2017 USD ($) trust	Sep. 30, 2017 USD ($) trust	Mar. 31, 2017 USD ($) trust	Jan. 31, 2017 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	11	22		15		31	13	11	12	14	14	18	10	15	21	12	2	1		13	7
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	$ 19.4	$ 19.9		$ 26.4		$ 60.9	$ 41.7	$ 6.2	$ 60.0	$ 61.4	$ 3.9	$ 13.7	$ 22.6	$ 39.5	$ 120.6	$ 0.0	$ 49.3	$ 116.6		$ 58.0	$ 7.4
Amortized Cost Basis	13.7	15.7		16.9		40.1	24.2	1.4	44.0	48.0	3.0	9.1	20.9	27.1	95.1	0.0	43.6	102.0		41.0	4.5
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]
UPB of Underlying Mortgages	322.5	358.5		420.5		882.0	289.1	312.3	290.6	309.1	345.4	369.0	298.8	370.5	583.7	222.4	98.8	124.4		167.2	216.3
Loan Price	328.0	360.5		424.4		895.5	286.8	319.2	298.7	315.1	351.7	388.8	287.9	372.4	593.2	228.8	96.7	119.1		173.3	223.1
REO & Other Price	4.9	1.7		3.7		10.1	3.7	1.7	0.6	3.1	1.2	0.0	$ 4.5	$ 4.6	$ 5.3	0.4	$ 7.5	0.4		3.1	1.5
Assets Acquired | Call Right, Batch 1
Investment [Line Items]
UPB of Underlying Mortgages			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]
UPB of Underlying Mortgages			101.7		376.9
Loan Price			106.6		378.8
REO & Other Price			1.9		5.9
Loans Sold
Investment [Line Items]
UPB of Underlying Mortgages	612.5	339.3		716.0		773.8	273.6	308.0	306.9	261.3	511.8	334.5
Gain (Loss)	0.0	2.7		5.7		2.1	(5.2)	8.1	(2.2)	2.1	2.4	(2.8)
Unpaid Principal Balance of Underlying Loans, Previously Acquired																		$ 31.2	$ 42.2
Loans Sold | Call Right, Batch 1
Investment [Line Items]
UPB of Underlying Mortgages			497.6		668.0
Gain (Loss)			10.3		10.3
Unpaid Principal Balance of Underlying Loans, Previously Acquired			31.1
Retained Bonds
Investment [Line Items]
Basis	92.7	25.7		68.4		81.9	43.2	45.7	40.0	36.6	22.0	15.0
Retained Bonds | Call Right, Batch 1
Investment [Line Items]
Basis			58.4		76.1
Retained Assets
Investment [Line Items]
UPB of Underlying Mortgages	82.5	18.3		47.6		105.9	46.2	45.6	85.9	35.8	29.8	34.5				27.7				65.0	19.4
Loan Price	70.7	18.6		40.5		90.1	21.6	41.1	78.2	26.6	23.4	31.7				25.7				61.8	17.2
REO & Other Price	$ 5.9	$ 1.7		$ 3.7		$ 10.8	$ 4.4	$ 2.3	$ 1.1	$ 2.9	$ 1.2	$ 1.3				$ 0.4				$ 3.4	$ 1.5
Retained Assets | Call Right, Batch 1
Investment [Line Items]
UPB of Underlying Mortgages			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]
UPB of Underlying Mortgages					62.5
Loan Price					55.7
REO & Other Price					$ 5.9