REAL ESTATE AND OTHER SECURITIES - Schedule of Investment in Real Estate Securities (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2021	Sep. 30, 2020	Sep. 30, 2021	Sep. 30, 2020
Agency RMBS
Purchases
Face	$ 0.0	$ 6,300.0	$ 5,907.2	$ 17,162.6
Purchase price	0.0	6,538.0	6,098.8	17,687.4
Sales
Face	4,343.0	1,195.5	7,830.8	18,590.6
Premium (Discount)	4,499.1	1,231.8	8,135.6	18,911.0
Sale price	4,443.0	1,251.5	8,074.3	19,120.5
Gain (loss) on sale	(56.1)	19.7	(61.3)	209.5
Real Estate Securities
Purchases
Face	844.3	0.0	2,502.0	5,083.1
Purchase price	55.1	0.0	145.9	575.0
Sales
Face	0.0	716.6	1,686.3	8,204.4
Premium (Discount)	7.7	526.3	192.9	6,083.5
Sale price	0.0	514.6	164.6	5,139.2
Gain (loss) on sale	$ (7.7)	$ (11.6)	$ (28.2)	$ (944.3)