Quarterly report pursuant to Section 13 or 15(d)

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

v3.7.0.1
REAL ESTATE SECURITIES (Real Estate Securities Holdings) (Details)
$ in Thousands
 3 Months Ended
Mar. 31, 2017
USD ($)
security
Mar. 31, 2016
USD ($)
Dec. 31, 2016
USD ($)
Schedule of Available-for-sale Securities [Line Items]      
After Impairment - Amortized Cost Basis $ 817    
Carrying Value 2,032   $ 1,950
Realized/unrealized loss on investments 3,389 $ 2,007  
Total outstanding face amount of fixed rate securities 319,400    
Total outstanding face amount of floating rate securities 4,000    
Total Securities, Pledged as Collateral      
Schedule of Available-for-sale Securities [Line Items]      
Outstanding Face Amount 319,380    
Before Impairment - Amortized Cost Basis 337,972    
Other-Than-Temporary Impairment - Amortized Cost Basis (11,094)    
After Impairment - Amortized Cost Basis 326,878    
Gross Unrealized Gains 0    
Gross Unrealized Losses 0    
Carrying Value $ 326,878    
Number of securities (in securities) | security 1    
Total Securities, Available-for-Sale (F)      
Schedule of Available-for-sale Securities [Line Items]      
Outstanding Face Amount $ 4,000    
Before Impairment - Amortized Cost Basis 2,338    
Other-Than-Temporary Impairment - Amortized Cost Basis (1,521)    
After Impairment - Amortized Cost Basis 817    
Gross Unrealized Gains 1,215    
Gross Unrealized Losses 0    
Carrying Value $ 2,032    
Number of securities (in securities) | security 1    
ABS - Non-Agency RMBS      
Schedule of Available-for-sale Securities [Line Items]      
Outstanding Face Amount $ 4,000    
Before Impairment - Amortized Cost Basis 2,338    
Other-Than-Temporary Impairment - Amortized Cost Basis (1,521)    
After Impairment - Amortized Cost Basis 817    
Gross Unrealized Gains 1,215    
Gross Unrealized Losses 0    
Carrying Value $ 2,032    
Number of securities (in securities) | security 1    
Weighted Average Rating C    
Weighted Average Coupon (as percent) 1.37%    
Weighted Average Yield (as percent) 25.44%    
Weighted Average Life 9 years 2 months 1 day    
Weighted Average Principal Subordination (as percent) 28.80%    
ABS - Non-Agency RMBS | Total Securities, Available-for-Sale (F)      
Schedule of Available-for-sale Securities [Line Items]      
After Impairment - Amortized Cost Basis $ 817    
Carrying Value 2,032    
FNMA/FHLMC      
Schedule of Available-for-sale Securities [Line Items]      
Outstanding Face Amount 319,380    
Before Impairment - Amortized Cost Basis 337,972    
Other-Than-Temporary Impairment - Amortized Cost Basis (11,094)    
After Impairment - Amortized Cost Basis 326,878    
Gross Unrealized Gains 0    
Gross Unrealized Losses 0    
Carrying Value $ 326,878    
Number of securities (in securities) | security 1    
Weighted Average Rating AAA    
Weighted Average Coupon (as percent) 3.50%    
Weighted Average Yield (as percent) 3.13%    
Weighted Average Life 7 years 8 months 1 day    
FNMA/FHLMC | Reclassification from AOCI into earnings | Unrealized loss on real estate securities, intent-to-sell, reclassified from AOCI into income      
Schedule of Available-for-sale Securities [Line Items]      
Realized/unrealized loss on investments $ 11,100