Annual report pursuant to Section 13 and 15(d)

RESIDENTIAL MORTGAGE LOANS - Schedule of Aggregate Unpaid Principal Balance and Aggregate Carrying Value (Details)

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RESIDENTIAL MORTGAGE LOANS - Schedule of Aggregate Unpaid Principal Balance and Aggregate Carrying Value (Details)
$ in Thousands
Dec. 31, 2020
USD ($)
Accounts, Notes, Loans and Financing Receivable [Line Items]  
Unpaid Principal Balance $ 1,022,131
Fair Value 850,467
Fair Value Over (Under) Unpaid Principal Balance (171,664)
90 to 119  
Accounts, Notes, Loans and Financing Receivable [Line Items]  
Unpaid Principal Balance 71,567
Fair Value 59,679
Fair Value Over (Under) Unpaid Principal Balance (11,888)
120  
Accounts, Notes, Loans and Financing Receivable [Line Items]  
Unpaid Principal Balance 950,564
Fair Value 790,788
Fair Value Over (Under) Unpaid Principal Balance $ (159,776)