Annual report pursuant to Section 13 and 15(d)

REAL ESTATE SECURITIES REAL ESTATE SECURITIES - FNMA/FHLMC Activity (Details)

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REAL ESTATE SECURITIES REAL ESTATE SECURITIES - FNMA/FHLMC Activity (Details) - FNMA/FHLMC (A) - USD ($)
1 Months Ended
Nov. 30, 2016
Oct. 31, 2016
Sep. 30, 2016
Aug. 31, 2016
Jul. 31, 2016
Jun. 30, 2016
Apr. 30, 2016
Mar. 31, 2016
Jan. 31, 2016
Dec. 31, 2015
Oct. 31, 2015
Sep. 30, 2015
Jul. 31, 2015
Jun. 30, 2015
Mar. 31, 2015
March 2015 Sale                              
Gain (Loss) on Investments [Line Items]                              
Face amount of securities sold                             $ (380,400,000)
Average price percentage - sold (as percent)                             104.70%
Total Proceeds (Payment)                             $ 398,400,000
Gain (Loss)                             5,900,000
Repurchase Agreement Financed (Repaid)                             (385,600,000)
March 2015 Purchase                              
Gain (Loss) on Investments [Line Items]                              
Face Amount of securities purchased                             $ 389,100,000.0
Average price percentage - purchases (as percent)                             104.80%
Total Proceeds (Payment)                             $ (407,600,000)
Repurchase Agreement Financed (Repaid)                             $ 386,100,000
July 2015 Sale                              
Gain (Loss) on Investments [Line Items]                              
Face amount of securities sold                         $ (380,400,000)    
Average price percentage - sold (as percent)                         103.10%    
Total Proceeds (Payment)                         $ 392,300,000    
Gain (Loss)                           $ (5,900,000)  
Repurchase Agreement Financed (Repaid)                         (375,700,000)    
July 2015 Purchase                              
Gain (Loss) on Investments [Line Items]                              
Face Amount of securities purchased                         $ 403,900,000.0    
Average price percentage - purchases (as percent)                         102.90%    
Total Proceeds (Payment)                         $ (415,600,000)    
Repurchase Agreement Financed (Repaid)                         393,800,000    
July 2015 Purchase 1                              
Gain (Loss) on Investments [Line Items]                              
Face Amount of securities purchased                         $ 201,900,000.0    
Average price percentage - purchases (as percent)                         102.90%    
Total Proceeds (Payment)                         $ (207,700,000)    
Repurchase Agreement Financed (Repaid)                         $ 196,700,000    
September 2015 Sale                              
Gain (Loss) on Investments [Line Items]                              
Face amount of securities sold                       $ (250,400,000)      
Average price percentage - sold (as percent)                       103.80%      
Total Proceeds (Payment)                       $ 260,000,000      
Gain (Loss)                       2,500,000      
Repurchase Agreement Financed (Repaid)                       (250,100,000)      
October 2015 Sale                              
Gain (Loss) on Investments [Line Items]                              
Face amount of securities sold                     $ (348,900,000)        
Average price percentage - sold (as percent)                     104.30%        
Total Proceeds (Payment)                     $ 364,000,000        
Gain (Loss)                       $ 5,100,000      
Repurchase Agreement Financed (Repaid)                     (345,900,000)        
October 2015 Purchase                              
Gain (Loss) on Investments [Line Items]                              
Face Amount of securities purchased                     $ 354,800,000.0        
Average price percentage - purchases (as percent)                     104.40%        
Total Proceeds (Payment)                     $ (370,500,000)        
Repurchase Agreement Financed (Repaid)                     $ 352,600,000        
January 2016 Sale                              
Gain (Loss) on Investments [Line Items]                              
Face amount of securities sold                 $ (350,300,000)            
Average price percentage - sold (as percent)                 103.20%            
Total Proceeds (Payment)                 $ 361,300,000            
Gain (Loss)                   $ (3,900,000)          
Repurchase Agreement Financed (Repaid)                 (348,600,000)            
January 2016 Purchase 1                              
Gain (Loss) on Investments [Line Items]                              
Face Amount of securities purchased                 $ 102,700,000.0            
Average price percentage - purchases (as percent)                 103.20%            
Total Proceeds (Payment)                 $ (105,900,000)            
Repurchase Agreement Financed (Repaid)                 102,200,000            
January 2016 Purchase 2                              
Gain (Loss) on Investments [Line Items]                              
Face Amount of securities purchased                 $ 250,100,000.0            
Average price percentage - purchases (as percent)                 103.20%            
Total Proceeds (Payment)                 $ (258,100,000)            
Repurchase Agreement Financed (Repaid)                 $ 249,100,000            
April 2016 Sale                              
Gain (Loss) on Investments [Line Items]                              
Face amount of securities sold             $ (347,500,000)                
Average price percentage - sold (as percent)             104.90%                
Total Proceeds (Payment)             $ 364,300,000                
Gain (Loss)               $ 5,900,000              
Repurchase Agreement Financed (Repaid)             (352,000,000)                
April 2016 Purchase                              
Gain (Loss) on Investments [Line Items]                              
Face Amount of securities purchased             $ 363,100,000.0                
Average price percentage - purchases (as percent)             105.00%                
Total Proceeds (Payment)             $ (381,100,000)                
Repurchase Agreement Financed (Repaid)             $ 366,400,000                
July 2016 Sale                              
Gain (Loss) on Investments [Line Items]                              
Face amount of securities sold         $ (353,600,000)                    
Average price percentage - sold (as percent)         105.50%                    
Total Proceeds (Payment)         $ 373,100,000                    
Gain (Loss)           $ 1,800,000                  
Repurchase Agreement Financed (Repaid)         (361,100,000)                    
July 2016 Purchase                              
Gain (Loss) on Investments [Line Items]                              
Face Amount of securities purchased         $ 428,900,000.0                    
Average price percentage - purchases (as percent)         105.70%                    
Total Proceeds (Payment)         $ (453,100,000)                    
Repurchase Agreement Financed (Repaid)         $ 434,900,000                    
August 2016 Purchase 1                              
Gain (Loss) on Investments [Line Items]                              
Face Amount of securities purchased       $ 249,600,000.0                      
Average price percentage - purchases (as percent)       103.90%                      
Total Proceeds (Payment)       $ (259,300,000)                      
Repurchase Agreement Financed (Repaid)       248,700,000                      
August 2016 Purchase 2                              
Gain (Loss) on Investments [Line Items]                              
Face Amount of securities purchased       $ 116,800,000.0                      
Average price percentage - purchases (as percent)       105.70%                      
Total Proceeds (Payment)       $ (123,500,000)                      
Repurchase Agreement Financed (Repaid)       $ 118,600,000                      
September 2016 Purchase                              
Gain (Loss) on Investments [Line Items]                              
Face Amount of securities purchased     $ 35,600,000.0                        
Average price percentage - purchases (as percent)     103.80%                        
Total Proceeds (Payment)     $ (37,000,000)                        
Repurchase Agreement Financed (Repaid)     35,400,000                        
October 2016 Purchase 1                              
Gain (Loss) on Investments [Line Items]                              
Face Amount of securities purchased   $ 776,900,000.0                          
Average price percentage - purchases (as percent)   103.60%                          
Total Proceeds (Payment)   $ (805,100,000)                          
Repurchase Agreement Financed (Repaid)   769,600,000                          
October 2016 Purchase 2                              
Gain (Loss) on Investments [Line Items]                              
Face Amount of securities purchased   $ 632,200,000.0                          
Average price percentage - purchases (as percent)   104.90%                          
Total Proceeds (Payment)   $ (663,500,000)                          
Repurchase Agreement Financed (Repaid)   628,200,000                          
October 2016 Sale                              
Gain (Loss) on Investments [Line Items]                              
Face amount of securities sold   $ (817,200,000)                          
Average price percentage - sold (as percent)   105.00%                          
Total Proceeds (Payment)   $ 858,200,000                          
Gain (Loss)     $ 100,000                        
Repurchase Agreement Financed (Repaid)   $ (831,700,000)                          
November 2016 Sale                              
Gain (Loss) on Investments [Line Items]                              
Face amount of securities sold $ (779,000,000)                            
Average price percentage - sold (as percent) 101.50%                            
Total Proceeds (Payment) $ 790,700,000                            
Gain (Loss) (16,200,000)                            
Repurchase Agreement Financed (Repaid) $ (773,700,000)