FAIR VALUE OF FINANCIAL INSTRUMENTS (Change in Fair Value of Level 3 Investments) (Details) - Level 3 - Measured on a Recurring Basis - ABS - Non-Agency RMBS |
6 Months Ended |
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Jun. 30, 2022
USD ($)
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| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation | |
| Beginning balance | $ 3,486,000 |
| Included in other comprehensive income (loss) | (993,000) |
| Amortization included in interest income | 362,000 |
| Proceeds | (9,000) |
| Ending balance | 2,846,000 |
| Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings | |
| Purchases | 0 |
| Sales | 0 |
| Transfers into or out of Level 3 | $ 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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- 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 income 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 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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- 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 Amount of transfer of financial instrument classified as an asset into (out of) level 3 of the fair value hierarchy. No definition available.
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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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