Annual report pursuant to Section 13 and 15(d)

REAL ESTATE SECURITIES - Geographic Distribution of Collateral (Details)

v3.6.0.2
REAL ESTATE SECURITIES - Geographic Distribution of Collateral (Details) - ABS - Non-Agency RMBS
$ in Thousands
Dec. 31, 2016
USD ($)
Investment [Line Items]  
Outstanding Face Amount $ 4,000
Percentage (as percent) 100.00%
Northeastern U.S.  
Investment [Line Items]  
Outstanding Face Amount $ 623
Percentage (as percent) 15.60%
Southeastern U.S.  
Investment [Line Items]  
Outstanding Face Amount $ 1,056
Percentage (as percent) 26.40%
Midwestern U.S.  
Investment [Line Items]  
Outstanding Face Amount $ 426
Percentage (as percent) 10.70%
Western U.S.  
Investment [Line Items]  
Outstanding Face Amount $ 1,297
Percentage (as percent) 32.40%
Southwestern U.S.  
Investment [Line Items]  
Outstanding Face Amount $ 598
Percentage (as percent) 14.90%