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REAL ESTATE AND OTHER SECURITIES - Schedule of Investment in Real Estate Securities (Details) - USD ($)
$ in Millions
12 Months Ended
Dec. 31, 2021
Dec. 31, 2020
Agency    
Purchases    
Face $ 5,907.2 $ 21,593.3
Purchase price 6,098.8 22,290.3
Sales    
Face 7,830.8 19,321.7
Amortized cost 8,135.6 19,666.2
Sale price 8,074.3 19,886.8
Gain (loss) on sale (61.3) 220.5
Non-Agency    
Purchases    
Face 2,999.3 5,083.1
Purchase price 174.3 575.0
Sales    
Face 1,686.9 8,450.1
Amortized cost 193.2 6,242.0
Sale price 164.7 5,288.5
Gain (loss) on sale $ (28.5) $ (953.5)