REAL ESTATE AND OTHER SECURITIES - Schedule of Investment in Real Estate Securities (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Agency RMBS
Purchases
Face	$ 9,053.2	$ 0.0	$ 10,051.4	$ 5,907.2
Purchase price	9,041.6	0.0	10,046.1	6,098.8
Sales
Face	7,767.1	4,343.0	8,596.9	7,830.8
Amortized cost	7,987.1	4,499.1	8,844.1	8,135.6
Sale price	6,965.4	4,443.0	7,704.3	8,074.3
Gain (loss) on sale	(1,021.8)	(56.1)	(1,139.9)	(61.3)
Non-Agency RMBS
Purchases
Face	906.7	844.3	4,189.8	2,502.0
Purchase price	69.1	55.1	217.7	145.9
Sales
Face	15.3	0.0	15.3	1,686.3
Amortized cost	12.0	7.7	13.6	192.9
Sale price	12.0	0.0	12.0	164.6
Gain (loss) on sale	$ (0.1)	$ (7.7)	$ (1.6)	$ (28.2)