Quarterly report pursuant to Section 13 or 15(d)

INVESTMENTS IN RESIDENTIAL MORTGAGE LOANS - Schedule of Residential Mortgage Loan Transactions (Details)

v3.7.0.1
INVESTMENTS IN RESIDENTIAL MORTGAGE LOANS - Schedule of Residential Mortgage Loan Transactions (Details) - Residential Mortgage Loans [Member]
$ in Millions
1 Months Ended
Jun. 30, 2017
USD ($)
trust
May 31, 2017
USD ($)
trust
Apr. 30, 2017
USD ($)
trust
Feb. 28, 2017
USD ($)
trust
Mar. 31, 2017
USD ($)
trust
Jan. 31, 2017
USD ($)
trust
Investment [Line Items]            
Number of Trusts Called | trust   15   31 12 2
Securities Owned Prior [Member]            
Investment [Line Items]            
Face Amount   $ 26.4   $ 60.9 $ 0.0 $ 49.3
Amortized Cost Basis   16.9   40.1 0.0 43.6
Assets Acquired [Member]            
Investment [Line Items]            
Unpaid Principal Balance   420.5   882.0 222.4 98.8
Loan Price   424.4   895.5 228.8 96.7
REO & Other Price   3.7   10.1 0.4 $ 7.5
Loans Sold [Member]            
Investment [Line Items]            
Unpaid Principal Balance   716.0   773.8    
Gain (Loss)   5.7   2.1    
Bonds Retained [Member]            
Investment [Line Items]            
Basis   68.4   81.9    
Retained Assets [Member]            
Investment [Line Items]            
Unpaid Principal Balance   47.6   105.9 27.7  
Loan Price   40.5   90.1 25.7  
REO & Other Price   $ 3.7   $ 10.8 $ 0.4  
Call Right, Batch 1 [Member]            
Investment [Line Items]            
Number of Trusts Called | trust 20   0      
Call Right, Batch 1 [Member] | Securities Owned Prior [Member]            
Investment [Line Items]            
Face Amount $ 1.0   $ 0.0      
Amortized Cost Basis 0.5   0.0      
Call Right, Batch 1 [Member] | Assets Acquired [Member]            
Investment [Line Items]            
Unpaid Principal Balance 534.8   0.0      
Loan Price 549.8   0.0      
REO & Other Price 0.8   0.0      
Call Right, Batch 1 [Member] | Loans Sold [Member]            
Investment [Line Items]            
Unpaid Principal Balance 497.6   668.0      
Gain (Loss) 10.3   10.3      
Previously acquired UPB 31.1          
Call Right, Batch 1 [Member] | Bonds Retained [Member]            
Investment [Line Items]            
Basis 58.4   76.1      
Call Right, Batch 1 [Member] | Retained Assets [Member]            
Investment [Line Items]            
Unpaid Principal Balance 34.9   0.0      
Loan Price 40.4   0.0      
REO & Other Price $ 0.8   $ 0.0      
Call Right, Batch 2 [Member]            
Investment [Line Items]            
Number of Trusts Called | trust 3   14      
Call Right, Batch 2 [Member] | Securities Owned Prior [Member]            
Investment [Line Items]            
Face Amount $ 28.2   $ 9.8      
Amortized Cost Basis 17.3   6.3      
Call Right, Batch 2 [Member] | Assets Acquired [Member]            
Investment [Line Items]            
Unpaid Principal Balance 101.7   376.9      
Loan Price 106.6   378.8      
REO & Other Price $ 1.9   5.9      
Call Right, Batch 2 [Member] | Retained Assets [Member]            
Investment [Line Items]            
Unpaid Principal Balance     62.5      
Loan Price     55.7      
REO & Other Price     $ 5.9