Quarterly report pursuant to Section 13 or 15(d)

FAIR VALUE OF FINANCIAL INSTRUMENTS (Change in Fair Value of Level 3 Investments) (Details)

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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
Jun. 30, 2022
USD ($)
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