Annual report pursuant to Section 13 and 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) - USD ($)
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Purchases, sales and repayments    
Transfers in or out of Level 3 $ 0 $ 0
Measured on a Recurring Basis | ABS - Non-Agency RMBS (E) | Level 3    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Balance, beginning 2,953,000 2,294,000
Total gains (losses)    
Included in other comprehensive income (loss) (168,000) 508,000
Amortization included in interest income 375,000 246,000
Purchases, sales and repayments    
Proceeds (108,000) (95,000)
Balance, ending 3,052,000 2,953,000
Purchases 0 0
Sales $ 0 $ 0