Annual report pursuant to Section 13 and 15(d)

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

v3.22.2.2
FAIR VALUE OF FINANCIAL INSTRUMENTS - Change in Fair Value of Level 3 Investments (Details) - USD ($)
12 Months Ended
Dec. 31, 2021
Dec. 31, 2020
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