Annual report pursuant to Section 13 and 15(d)

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

v3.20.4
FAIR VALUE OF FINANCIAL INSTRUMENTS - Quantitative Information about Significant Unobservable Inputs (Details)
$ in Thousands
Dec. 31, 2020
USD ($)
Dec. 31, 2019
USD ($)
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis    
Amortized Cost Basis $ 1,755  
Real estate securities, available-for-sale 3,223  
ABS - Non-Agency RMBS    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis    
Amortized Cost Basis 1,755 $ 1,342
ABS - Non-Agency RMBS | ABS - Non-Agency RMBS    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis    
Real estate securities, available-for-sale $ 3,223  
Discount Rate | ABS - Non-Agency RMBS | ABS - Non-Agency RMBS    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis    
Significant Input 0.100  
Prepayment Speed | ABS - Non-Agency RMBS | ABS - Non-Agency RMBS    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis    
Significant Input 0.075  
Cumulative Default Rate | ABS - Non-Agency RMBS | ABS - Non-Agency RMBS    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis    
Significant Input 0.026  
Loss Severity | ABS - Non-Agency RMBS | ABS - Non-Agency RMBS    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis    
Significant Input 0.650