Annual report pursuant to Section 13 and 15(d)

FAIR VALUE OF FINANCIAL INSTRUMENTS - Quantitative Information about Significant Unobservable Inputs (Details)

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FAIR VALUE OF FINANCIAL INSTRUMENTS - Quantitative Information about Significant Unobservable Inputs (Details)
$ in Thousands
Dec. 31, 2019
USD ($)
Dec. 31, 2018
USD ($)
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Amortized Cost Basis $ 1,342  
Real estate securities, available-for-sale 3,052  
ABS - Non-Agency RMBS (E)    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Amortized Cost Basis 1,342 $ 1,075
ABS - Non-Agency RMBS | ABS - Non-Agency RMBS (E)    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Real estate securities, available-for-sale $ 3,052  
Discount Rate | ABS - Non-Agency RMBS | ABS - Non-Agency RMBS (E)    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Weighted Average Significant Input 0.100  
Prepayment Speed | ABS - Non-Agency RMBS | ABS - Non-Agency RMBS (E)    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Weighted Average Significant Input 0.080  
Cumulative Default Rate | ABS - Non-Agency RMBS | ABS - Non-Agency RMBS (E)    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Weighted Average Significant Input 0.026  
Loss Severity | ABS - Non-Agency RMBS | ABS - Non-Agency RMBS (E)    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Weighted Average Significant Input 0.700