FAIR VALUE OF FINANCIAL INSTRUMENTS - Change in Fair Value of Level 3 Investments (Details) - USD ($) |
12 Months Ended | |
|---|---|---|
Dec. 31, 2021 |
Dec. 31, 2020 |
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| Purchases, sales and repayments | ||
| Transfers in or out of Level 3 | $ 0 | $ 0 |
| Level 3 | Measured on a Recurring Basis | ABS - Non-Agency RMBS | ||
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation | ||
| Balance, beginning | 3,223,000 | 3,052,000 |
| Total gains (losses) | ||
| Included in other comprehensive loss | (305,000) | (242,000) |
| Amortization included in interest income | 592,000 | 462,000 |
| Purchases, sales and repayments | ||
| Proceeds | (24,000) | (49,000) |
| Balance, ending | 3,486,000 | 3,223,000 |
| Purchases | 0 | 0 |
| Sales | $ 0 | $ 0 |
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- Definition Amortization Included In Interest Income 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 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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