FAIR VALUE OF FINANCIAL INSTRUMENTS (Change in Fair Value of Level 3 Investments) (Details) - Level 3 Market Quotations (Unobservable) - Measured on a Recurring Basis - ABS - Non-Agency RMBS |
9 Months Ended |
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Sep. 30, 2021
USD ($)
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| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation | |
| Beginning balance | $ 3,223,000 |
| Total gains (losses) | |
| Included in other comprehensive income (loss) | (214,000) |
| Amortization included in interest income | 425,000 |
| Purchases, sales and repayments | |
| Proceeds | (20,000) |
| Ending balance | 3,414,000 |
| Purchases | 0 |
| Sales | $ 0 |
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- Definition Amount of amortization included in interest income for financial instrument classified as an asset measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing. No definition available.
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- References No definition available.
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- Definition A roll forward is a reconciliation of a concept from the beginning of a period to the end of a period. No definition available.
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- Definition Amount of gain (loss) recognized in other comprehensive income (OCI) from asset measured at fair value on recurring basis using unobservable input (level 3). Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition Amount of purchases of financial instrument classified as an asset measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- References No definition available.
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- Definition Amount of sale of financial instrument classified as an asset measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition Amount of settlement of financial instrument classified as an asset measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition Fair value of financial instrument classified as an asset measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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