Quarterly report pursuant to Section 13 or 15(d)

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

v3.20.1
REAL ESTATE SECURITIES (Real Estate Securities Holdings) (Details)
$ in Thousands
 3 Months Ended
Mar. 31, 2020
USD ($)
security
Dec. 31, 2019
USD ($)
Debt Securities, Available-for-sale [Line Items]    
Outstanding Face Amount $ 4,000  
Before Impairment - Amortized Cost Basis 2,952  
Other-Than-Temporary Impairment - Amortized Cost Basis (1,521)  
After Impairment - Amortized Cost Basis 1,431  
Gross Unrealized Gains 1,672  
Gross Unrealized Losses 0  
Carrying Value $ 3,103 $ 3,052
Number of Securities | security 1  
Total outstanding face amount of floating rate securities $ 4,000  
Securities in an unrealized loss position | security 0  
ABS - Non-Agency RMBS    
Debt Securities, Available-for-sale [Line Items]    
Outstanding Face Amount $ 4,000  
Before Impairment - Amortized Cost Basis 2,952  
Other-Than-Temporary Impairment - Amortized Cost Basis (1,521)  
After Impairment - Amortized Cost Basis 1,431  
Gross Unrealized Gains 1,672  
Gross Unrealized Losses 0  
Carrying Value $ 3,103  
Number of Securities | security 1  
Weighted Average Coupon (as percent) 1.53%  
Weighted Average Yield (as percent) 30.37%  
Weighted Average Life 3 years 11 months  
Weighted Average Principal Subordination (as percent) 45.60%