Annual report pursuant to Section 13 and 15(d)

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

v3.20.4
REAL ESTATE AND OTHER SECURITIES - Schedule of Investment in Real Estate Securities (Details) - USD ($)
$ in Millions
12 Months Ended
Dec. 31, 2020
Dec. 31, 2019
Agency RMBS    
Purchases    
Face $ 21,593.3 $ 33,573.5
Purchase Price 22,290.3 34,335.5
Sales    
Face 19,321.7 22,746.3
Amortized Cost 19,666.2 23,337.8
Sale Price 19,886.8 23,449.2
Gain (Loss) on Sale 220.5 111.4
Non-Agency    
Purchases    
Face 5,083.1 14,960.4
Purchase Price 575.0 2,059.0
Sales    
Face 8,450.1 2,936.2
Amortized Cost 6,242.0 1,852.1
Sale Price 5,288.5 1,949.3
Gain (Loss) on Sale $ (953.5) $ 97.2