REAL ESTATE AND OTHER SECURITIES - Schedule of Investment in Real Estate Securities (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2021	Jun. 30, 2020	Jun. 30, 2021	Jun. 30, 2020
RMBS Designated as AFS
Purchases
Face	$ 1,880.0	$ 3,722.6	$ 5,907.2	$ 10,862.6
Purchase price	1,895.7	3,859.5	6,098.8	11,149.5
Sales
Face	1,073.2	0.0	3,487.8	17,395.0
Amortized Cost Basis	1,123.1	0.0	3,636.4	17,679.3
Sale price	1,109.1	0.0	3,631.3	17,869.1
Gain (loss) on sale	(14.0)	0.0	(5.2)	189.8
Non-Agency
Purchases
Face	849.6	519.9	1,657.7	5,083.1
Purchase price	52.3	36.0	90.8	575.0
Sales
Face	552.8	287.8	1,686.3	7,487.8
Amortized Cost Basis	27.4	273.4	185.2	5,557.2
Sale price	16.8	265.7	164.6	4,624.6
Gain (loss) on sale	$ (10.7)	$ (7.7)	$ (20.5)	$ (932.6)