INVESTMENTS IN REAL ESTATE AND OTHER SECURITIES - Schedule of Investment in Real Estate Securities (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2019	Dec. 31, 2018
Treasury
Purchases
Face	$ 0.0	$ 0.0
Purchase Price	0.0	0.0
Sales
Face	0.0	862.0
Amortized Cost	0.0	858.0
Sale Price	0.0	849.8
Gain (Loss) on Sale	0.0	(8.2)
Agency
Purchases
Face	33,573.5	11,006.7
Purchase Price	34,335.5	11,121.6
Sales
Face	22,746.3	9,485.0
Amortized Cost	23,337.8	9,590.6
Sale Price	23,449.2	9,569.2
Gain (Loss) on Sale	111.4	(21.4)
Non-Agency
Purchases
Face	14,960.4	9,194.8
Purchase Price	2,059.0	3,854.4
Sales
Face	2,936.2	115.0
Amortized Cost	1,852.1	87.7
Sale Price	1,949.3	86.4
Gain (Loss) on Sale	$ 97.2	$ (1.3)