DERIVATIVE FINANCIAL INSTRUMENTS - TBA positions (Details) - 30 Year [Member] - 3% [Member] - Short [Member] - USD ($) |
Sep. 30, 2019 |
Dec. 31, 2018 |
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Derivatives, Fair Value [Line Items] | ||
Notional Amount | $ (50,000,000) | $ (50,000,000) |
Cost Basis | (51,268,000) | (47,844,000) |
Market Value Of TBA Contract | (51,321,000) | (48,782,000) |
Derivative Asset Fair Value Gross Liability | $ (53,000) | $ (938,000) |
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- Definition Fair value of liability associated with financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition Nominal or face amount used to calculate payments on the derivative asset. Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. No definition available.
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