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REAL ESTATE AND OTHER SECURITIES - Schedule of Purchases and Sales of Real Estate and Other Securities (Details) - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2024
Mar. 31, 2023
Treasury    
Purchases    
Face $ 4,800.0 $ 0.0
Purchase price 4,773.9 0.0
Sales    
Face 0.0 0.0
Amortized cost 0.0 0.0
Sale price 0.0 0.0
Realized gain (loss) 0.0 0.0
Agency    
Purchases    
Face 1,287.0 2,162.4
Purchase price 1,255.9 2,154.4
Sales    
Face 0.0 1,462.4
Amortized cost 0.0 1,442.8
Sale price 0.0 1,395.9
Realized gain (loss) 0.0 (46.9)
Non-Agency    
Purchases    
Face 904.0 25.2
Purchase price 66.8 2.4
Sales    
Face 0.0 0.0
Amortized cost 0.0 0.0
Sale price 0.0 0.0
Realized gain (loss) $ 0.0 $ 0.0