Annual report pursuant to Section 13 and 15(d)

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

v3.22.2.2
FAIR VALUE OF FINANCIAL INSTRUMENTS - Quantitative Information about Significant Unobservable Inputs (Details)
$ in Thousands
Dec. 31, 2021
USD ($)
Dec. 31, 2020
USD ($)
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis    
Amortized Cost Basis $ 2,323 $ 1,755
Real estate securities, available-for-sale 3,486 3,223
ABS - Non-Agency RMBS    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis    
Amortized Cost Basis 2,323 1,755
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 $ 3,486 $ 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 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 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 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 0.650