Quarterly report pursuant to Section 13 or 15(d)

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

v3.22.2.2
REAL ESTATE SECURITIES (Real Estate Securities Holdings) (Details)
$ in Thousands
3 Months Ended
Mar. 31, 2022
USD ($)
security
Mar. 31, 2021
Dec. 31, 2021
USD ($)
security
Debt Securities, Available-for-sale      
Carrying Value $ 3,655   $ 3,486
Weighted average life (in years) 7 years    
Securities in an unrealized loss position | security 0    
ABS - Non-Agency RMBS      
Debt Securities, Available-for-sale      
Outstanding Face Amount $ 4,000   4,000
Other-Than- Temporary Impairment (1,521)   (1,521)
(Discount) Premium 13   (156)
After Impairment and Premium 2,492   2,323
Gains 1,163   1,163
Losses 0   0
Carrying Value $ 3,655   $ 3,486
Number of Securities | security 1   1
Coupon 0.77% 0.68%  
Yield 29.16% 29.16%  
Weighted average life (in years) 10 months 24 days 1 year 7 months 6 days  
Weighted Average Principal Subordination (as percent) 67.40%   67.40%