REAL ESTATE AND OTHER SECURITIES - Schedule of Investment in Real Estate Securities (Details) - USD ($) $ in Millions	3 Months Ended
Mar. 31, 2022	Mar. 31, 2021
Agency RMBS
Purchases
Face	$ 998.2	$ 4,027.2
Purchase price	1,004.5	4,203.1
Sales
Face	0.0	2,414.6
Amortized cost	0.0	2,513.4
Sale price	0.0	2,522.2
Gain (loss) on sale	0.0	8.9
Non-Agency RMBS
Purchases
Face	2,210.0	808.1
Purchase price	115.7	38.5
Sales
Face	0.0	1,133.6
Amortized cost	1.6	157.7
Sale price	0.0	147.9
Gain (loss) on sale	$ (1.6)	$ (9.9)

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