Annual report pursuant to Section 13 and 15(d)

REAL ESTATE SECURITIES - FNMA/FHLMC Activity (Details)

v3.8.0.1
REAL ESTATE SECURITIES - FNMA/FHLMC Activity (Details) - FNMA/FHLMC - USD ($)
$ in Millions
 1 Months Ended
Aug. 31, 2017
Mar. 31, 2017
Nov. 30, 2016
Oct. 31, 2016
Sep. 30, 2016
Aug. 31, 2016
Jul. 31, 2016
Apr. 30, 2016
Jan. 31, 2016
January 2016 Sale                  
Gain (Loss) on Investments [Line Items]                  
Face amount of securities sold                 $ (350.3)
Average price percentage - sold (as percent)                 103.20%
Total Proceeds (Payment)                 $ 361.3
Gain (Loss)                 (3.9)
Repurchase Agreement Financed (Repaid)                 (348.6)
January 2016 Purchase 1                  
Gain (Loss) on Investments [Line Items]                  
Face Amount of securities purchased                 $ 102.7
Average price percentage - purchases (as percent)                 103.20%
Total Proceeds (Payment)                 $ (105.9)
Repurchase Agreement Financed (Repaid)                 102.2
January 2016 Purchase 2                  
Gain (Loss) on Investments [Line Items]                  
Face Amount of securities purchased                 $ 250.1
Average price percentage - purchases (as percent)                 103.20%
Total Proceeds (Payment)                 $ (258.1)
Repurchase Agreement Financed (Repaid)                 $ 249.1
April 2016 Sale                  
Gain (Loss) on Investments [Line Items]                  
Face amount of securities sold               $ (347.5)  
Average price percentage - sold (as percent)               104.90%  
Total Proceeds (Payment)               $ 364.3  
Gain (Loss)               5.9  
Repurchase Agreement Financed (Repaid)               (352.0)  
April 2016 Purchase                  
Gain (Loss) on Investments [Line Items]                  
Face Amount of securities purchased               $ 363.1  
Average price percentage - purchases (as percent)               105.00%  
Total Proceeds (Payment)               $ (381.1)  
Repurchase Agreement Financed (Repaid)               $ 366.4  
July 2016 Sale                  
Gain (Loss) on Investments [Line Items]                  
Face amount of securities sold             $ (353.6)    
Average price percentage - sold (as percent)             105.50%    
Total Proceeds (Payment)             $ 373.1    
Gain (Loss)             1.8    
Repurchase Agreement Financed (Repaid)             (361.1)    
July 2016 Purchase                  
Gain (Loss) on Investments [Line Items]                  
Face Amount of securities purchased             $ 428.9    
Average price percentage - purchases (as percent)             105.70%    
Total Proceeds (Payment)             $ (453.1)    
Repurchase Agreement Financed (Repaid)             $ 434.9    
August 2016 Purchase 1                  
Gain (Loss) on Investments [Line Items]                  
Face Amount of securities purchased           $ 249.6      
Average price percentage - purchases (as percent)           103.90%      
Total Proceeds (Payment)           $ (259.3)      
Repurchase Agreement Financed (Repaid)           248.7      
August 2016 Purchase 2                  
Gain (Loss) on Investments [Line Items]                  
Face Amount of securities purchased           $ 116.8      
Average price percentage - purchases (as percent)           105.70%      
Total Proceeds (Payment)           $ (123.5)      
Repurchase Agreement Financed (Repaid)           $ 118.6      
September 2016 Purchase                  
Gain (Loss) on Investments [Line Items]                  
Face Amount of securities purchased         $ 35.6        
Average price percentage - purchases (as percent)         103.80%        
Total Proceeds (Payment)         $ (37.0)        
Repurchase Agreement Financed (Repaid)         $ 35.4        
October 2016 Purchase 1                  
Gain (Loss) on Investments [Line Items]                  
Face Amount of securities purchased       $ 776.9          
Average price percentage - purchases (as percent)       103.60%          
Total Proceeds (Payment)       $ (805.1)          
Repurchase Agreement Financed (Repaid)       769.6          
October 2016 Purchase 2                  
Gain (Loss) on Investments [Line Items]                  
Face Amount of securities purchased       $ 632.2          
Average price percentage - purchases (as percent)       104.90%          
Total Proceeds (Payment)       $ (663.5)          
Repurchase Agreement Financed (Repaid)       628.2          
October 2016 Sale                  
Gain (Loss) on Investments [Line Items]                  
Face amount of securities sold       $ (817.2)          
Average price percentage - sold (as percent)       105.00%          
Total Proceeds (Payment)       $ 858.2          
Gain (Loss)       0.1          
Repurchase Agreement Financed (Repaid)       $ (831.7)          
November 2016 Sale                  
Gain (Loss) on Investments [Line Items]                  
Face amount of securities sold     $ (779.0)            
Average price percentage - sold (as percent)     101.50%            
Total Proceeds (Payment)     $ 790.7            
Gain (Loss)     (16.2)            
Repurchase Agreement Financed (Repaid)     $ (773.7)            
March 2017 Sale                  
Gain (Loss) on Investments [Line Items]                  
Face amount of securities sold   $ (289.7)              
Average price percentage - sold (as percent)   98.80%              
Total Proceeds (Payment)   $ 286.1              
Gain (Loss)   (2.8)              
Repurchase Agreement Financed (Repaid)   $ (277.8)              
August 2017 Sale                  
Gain (Loss) on Investments [Line Items]                  
Face amount of securities sold $ (299.5)                
Average price percentage - sold (as percent) 103.20%                
Total Proceeds (Payment) $ 309.0                
Gain (Loss) 2.3                
Repurchase Agreement Financed (Repaid) $ (302.1)