Subsequent Events - Consideration Transferred (Details) - Subsequent Event - Javelin Mortgage Investment Corp. $ in Millions	Apr. 06, 2016 USD ($)
Business Acquisition, Contingent Consideration [Line Items]
Cash	$ 85.2
Fair value of consideration transferred	85.2
Acquisition related costs (included in professional fees for the quarter ended March 31, 2016)	1.5
Recognized amounts of identifiable assets acquired and liabilities assumed
Cash and cash collateral	36.6
Agency Securities	440.7
Non-Agency Securities	223.2
Accrued interest receivable	1.4
Prepaid and other assets	5.4
Repurchase agreements	(589.6)
Financial liabilities	(17.5)
Accrued interest payable	(0.9)
Accounts payable and other accrued expenses	(7.6)
Total identifiable net assets	91.7
Goodwill/(Bargain purchase price)	(6.5)
Recognized identifiable assets acquired, goodwill, and liabilities assumed, net	$ 85.2