Annual report pursuant to Section 13 and 15(d)

INVESTMENTS IN REAL ESTATE AND OTHER SECURITIES - Narrative (Details)

v3.19.3.a.u2
INVESTMENTS IN REAL ESTATE AND OTHER SECURITIES - Narrative (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Dec. 31, 2019
Sep. 30, 2019
Jun. 30, 2019
Mar. 31, 2019
Dec. 31, 2018
Sep. 30, 2018
Jun. 30, 2018
Mar. 31, 2018
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
Debt Securities, Available-for-sale [Line Items]                      
Other-than-temporary impairment (OTTI) on securities $ 3,232 $ 5,567 $ 8,859 $ 7,516 $ 6,827 $ 3,889 $ 12,631 $ 6,670 $ 25,174 $ 30,017 $ 10,334
Real estate securities acquired during the period with credit quality deterioration, face amount                 1,045,400 1,723,600  
Real estate securities acquired with credit quality deterioration, expected cash flows                 1,020,200 1,546,600  
Real estate securities acquired with credit quality deterioration, fair value                 612,300 $ 1,148,700  
Agency                      
Debt Securities, Available-for-sale [Line Items]                      
Face amount of securities sold 5,100,000               5,100,000    
Face amount of securities purchased, unsettled 900,000               900,000    
Sale price of securities sold 5,200,000               5,200,000    
Purchase of real estate securities, unsettled $ 900,000               $ 900,000