Annual report pursuant to Section 13 and 15(d)

REAL ESTATE SECURITIES - Real Estate Securities Holdings (Details)

v3.20.4
REAL ESTATE SECURITIES - Real Estate Securities Holdings (Details)
$ in Thousands
12 Months Ended
Dec. 31, 2020
USD ($)
contract
Dec. 31, 2019
USD ($)
contract
Debt Securities, Available-for-sale    
After Impairment $ 1,755  
Carrying Value 3,223 $ 3,052
ABS - Non-Agency RMBS    
Debt Securities, Available-for-sale    
Outstanding Face Amount 4,000 4,000
Before Impairment 3,276 2,863
Other-Than- Temporary- Impairment (1,521) (1,521)
After Impairment 1,755 1,342
Gains 1,468 1,710
Losses 0 0
Carrying Value $ 3,223 $ 3,052
Number of Securities | contract 1 1
Coupon 0.73% 2.18%
Yield 29.14% 29.70%
Weighted Average Life (Years) 2 years 7 months 6 days 4 years
Principal Subordination 52.20% 44.00%