Quarterly report pursuant to Section 13 or 15(d)

FAIR VALUE OF FINANCIAL INSTRUMENTS (Significant Unobservable Inputs) (Details)

v3.20.1
FAIR VALUE OF FINANCIAL INSTRUMENTS (Significant Unobservable Inputs) (Details)
$ in Thousands
Mar. 31, 2020
USD ($)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Amortized Cost Basis $ 1,431
ABS - Non-Agency RMBS  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Amortized Cost Basis 1,431
Real Estate Securities Available For Sale | ABS - Non-Agency RMBS  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Amortized Cost Basis 1,431
Fair Value $ 3,103
Real Estate Securities Available For Sale | ABS - Non-Agency RMBS | Discount Rate  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Debt securities, significant input (as percent) 0.100
Real Estate Securities Available For Sale | ABS - Non-Agency RMBS | Prepayment Speed (as a percent)  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Debt securities, significant input (as percent) 0.080
Real Estate Securities Available For Sale | ABS - Non-Agency RMBS | Cumulative Default Rate  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Debt securities, significant input (as percent) 0.026
Real Estate Securities Available For Sale | ABS - Non-Agency RMBS | Loss Severity (as a percent)  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Debt securities, significant input (as percent) 0.700