INVESTMENTS IN REAL ESTATE SECURITIES - Schedule of Investment in Real Estate Securities (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015
Agency RMBS [Member]
Schedule of Available-for-sale Securities [Line Items]
Face amount of securities purchased	$ 7,163.3	$ 5,140.1
Purchase price	7,467.6	5,333.7
Face amount of securities sold	6,466.1	5,772.5
Amortized cost of securities sold	6,749.4	5,997.5
Sale price of securities sold	6,740.0	6,007.6
Gain (loss) on securities sold	(9.4)	10.1
Non-Agency RMBS [Member]
Schedule of Available-for-sale Securities [Line Items]
Face amount of securities purchased	5,431.6	2,397.9
Purchase price	2,746.3	1,288.9
Face amount of securities sold	332.5	476.4
Amortized cost of securities sold	284.7	422.7
Sale price of securities sold	266.6	425.7
Gain (loss) on securities sold	$ (18.1)	$ 3.0