REAL ESTATE AND OTHER SECURITIES - Schedule of Investment in Real Estate Securities (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2022	Jun. 30, 2021	Jun. 30, 2022	Jun. 30, 2021
Agency RMBS
Purchases
Face	$ 0.0	$ 1,880.0	$ 998.2	$ 5,907.2
Purchase price	0.0	1,895.7	1,004.5	6,098.8
Sales
Face	829.8	1,073.2	829.8	3,487.8
Amortized cost	857.0	1,123.1	857.0	3,636.4
Sale price	738.9	1,109.1	738.9	3,631.3
Gain (loss) on sale	(118.1)	(14.0)	(118.1)	(5.2)
Non-Agency RMBS
Purchases
Face	1,073.0	849.6	3,283.1	1,657.7
Purchase price	32.9	52.3	148.6	90.8
Sales
Face	0.0	552.8	0.0	1,686.3
Amortized cost	0.0	27.4	1.6	185.2
Sale price	0.0	16.8	0.0	164.6
Gain (loss) on sale	$ 0.0	$ (10.7)	$ (1.6)	$ (20.5)