Annual report pursuant to Section 13 and 15(d)

INVESTMENTS IN REAL ESTATE AND OTHER SECURITIES - Schedule of Investment in Real Estate Securities (Details)

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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)