Quarterly report pursuant to Section 13 or 15(d)

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

v3.21.2
REAL ESTATE AND OTHER SECURITIES - Schedule of Investment in Real Estate Securities (Details) - USD ($)
$ in Millions
3 Months Ended 9 Months Ended
Sep. 30, 2021
Sep. 30, 2020
Sep. 30, 2021
Sep. 30, 2020
Agency RMBS        
Purchases        
Face $ 0.0 $ 6,300.0 $ 5,907.2 $ 17,162.6
Purchase price 0.0 6,538.0 6,098.8 17,687.4
Sales        
Face 4,343.0 1,195.5 7,830.8 18,590.6
Premium (Discount) 4,499.1 1,231.8 8,135.6 18,911.0
Sale price 4,443.0 1,251.5 8,074.3 19,120.5
Gain (loss) on sale (56.1) 19.7 (61.3) 209.5
Real Estate Securities        
Purchases        
Face 844.3 0.0 2,502.0 5,083.1
Purchase price 55.1 0.0 145.9 575.0
Sales        
Face 0.0 716.6 1,686.3 8,204.4
Premium (Discount) 7.7 526.3 192.9 6,083.5
Sale price 0.0 514.6 164.6 5,139.2
Gain (loss) on sale $ (7.7) $ (11.6) $ (28.2) $ (944.3)