Quarterly report pursuant to Section 13 or 15(d)

REAL ESTATE SECURITIES (Real Estate Securities Holdings) (Details)

v3.20.2
REAL ESTATE SECURITIES (Real Estate Securities Holdings) (Details)
$ in Thousands
6 Months Ended
Jun. 30, 2020
USD ($)
security
Securities
Dec. 31, 2019
USD ($)
Debt Securities, Available-for-sale [Line Items]    
Outstanding Face Amount $ 4,000  
Before Impairment - Amortized Cost Basis 3,051  
Other-Than-Temporary Impairment - Amortized Cost Basis (1,521)  
After Impairment - Amortized Cost Basis 1,530  
Gross Unrealized Gains 1,455  
Gross Unrealized Losses 0  
Carrying Value $ 2,985 $ 3,052
Number of Securities | security 1  
Total outstanding face amount of floating rate securities $ 4,000  
Securities in an unrealized loss position | Securities 0  
ABS - Non-Agency RMBS    
Debt Securities, Available-for-sale [Line Items]    
Outstanding Face Amount $ 4,000  
Before Impairment - Amortized Cost Basis 3,051  
Other-Than-Temporary Impairment - Amortized Cost Basis (1,521)  
After Impairment - Amortized Cost Basis 1,530  
Gross Unrealized Gains 1,455  
Gross Unrealized Losses 0  
Carrying Value $ 2,985  
Number of Securities | security 1  
Weighted Average Coupon (as percent) 0.77%  
Weighted Average Yield (as percent) 29.05%  
Weighted Average Life 3 years 6 months  
Weighted Average Principal Subordination (as percent) 48.10%