Quarterly report pursuant to Section 13 or 15(d)

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

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FAIR VALUE OF FINANCIAL INSTRUMENTS (Significant Unobservable Inputs) (Details) - ABS - Non-Agency RMBS
$ in Thousands
Jun. 30, 2021
USD ($)
Dec. 31, 2020
USD ($)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation    
Amortized Cost Basis $ 2,014 $ 1,755
Real Estate Securities Available For Sale    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation    
Amortized Cost Basis 2,014  
Fair Value $ 3,341  
Real Estate Securities Available For Sale | Discount Rate    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation    
Debt securities, significant input (as percent) 0.100  
Real Estate Securities Available For Sale | Prepayment Speed    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation    
Debt securities, significant input (as percent) 0.075  
Real Estate Securities Available For Sale | Cumulative Default Rate    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation    
Debt securities, significant input (as percent) 0.027  
Real Estate Securities Available For Sale | Loss Severity    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation    
Debt securities, significant input (as percent) 0.650