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Valuation | 3 Months Ended
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Mar. 31, 2025
Fair Value Disclosures [Abstract] |
Valuation | Valuation The following tables present the Company's financial instruments measured at fair value on: March 31, 2025:
(In thousands) |  |  |  |  |  |  |  |
Description |  | Level 1 |  | Level 2 |  | Level 3 |  | Total
Assets: |  |  |  |  |  |  |  |
Securities: |  |  |  |  |  |  |  |
CLOs |  | $ | — |  |  | $ | 116,434 |  |  | $ | 133,423 |  |  | $ | 249,857 |
Corporate debt |  | — |  |  | — |  |  | 434 |  |  | 434 |
Corporate equity |  | — |  |  | — |  |  | 56 |  |  | 56 |
Agency RMBS: |  |  |  |  |  |  |  |
30-year fixed-rate mortgages |  | — |  |  | 503,892 |  |  | — |  |  | 503,892 |
Interest only securities |  | — |  |  | — |  |  | 2 |  |  | 2 |
Total securities, at fair value |  | — |  |  | 620,326 |  |  | 133,915 |  |  | 754,241 |
Financial derivatives–assets, at fair value: |  |  |  |  |  |  |  |
TBAs |  | — |  |  | 138 |  |  | — |  |  | 138 |
Interest rate swaps |  | — |  |  | 181 |  |  | — |  |  | 181 |
Futures |  | 157 |  |  | — |  |  | — |  |  | 157 |
Credit default swaps |  | — |  |  | — |  |  | — |  |  | — |
Forwards |  | — |  |  | — |  |  | — |  |  | — |
Total financial derivatives–assets, at fair value |  | 157 |  |  | 319 |  |  | — |  |  | 476 |
Total securities and financial derivatives–assets, at fair value |  | 157 |  |  | 620,645 |  |  | 133,915 |  |  | 754,717 |
Liabilities: |  |  |  |  |  |  |  |
Financial derivatives–liabilities, at fair value: |  |  |  |  |  |  |  |
TBAs |  | — |  |  | (282) |  |  | — |  |  | (282) |
Interest rate swaps |  | — |  |  | (187) |  |  | — |  |  | (187) |
Futures |  | — |  |  | — |  |  | — |  |  | — |
Credit default swaps |  | — |  |  | (488) |  |  | — |  |  | (488) |
Total financial derivatives–liabilities, at fair value |  | $ | — |  |  | $ | (957) |  |  | $ | — |  |  | $ | (957) |
December 31, 2024:
(In thousands) |  |  |  |  |  |  |  |
Description |  | Level 1 |  | Level 2 |  | Level 3 |  | Total
Assets: |  |  |  |  |  |  |  |
Securities: |  |  |  |  |  |  |  |
CLOs |  | $ | — |  |  | $ | 67,498 |  |  | $ | 103,624 |  |  | $ | 171,122 |
Corporate debt |  | — |  |  | — |  |  | 428 |  |  | 428 |
Corporate equity |  | — |  |  | — |  |  | 56 |  |  | 56 |
Agency RMBS: |  |  |  |  |  |  |  |
30-year fixed-rate mortgages |  | — |  |  | 512,307 |  |  | — |  |  | 512,307 |
Interest only securities |  | — |  |  | — |  |  | 2 |  |  | 2 |
Total securities, at fair value |  | — |  |  | 579,805 |  |  | 104,110 |  |  | 683,915 |
Financial derivatives–assets, at fair value: |  |  |  |  |  |  |  |
TBAs |  | — |  |  | 592 |  |  | — |  |  | 592 |
Interest rate swaps |  | — |  |  | 40,317 |  |  | — |  |  | 40,317 |
Futures |  | 170 |  |  | — |  |  | — |  |  | 170 |
Credit default swaps |  | — |  |  | 705 |  |  | — |  |  | 705 |
Forwards |  | — |  |  | 83 |  |  | — |  |  | 83 |
Total financial derivatives–assets, at fair value |  | 170 |  |  | 41,697 |  |  | — |  |  | 41,867 |
Total securities and financial derivatives–assets, at fair value |  | 170 |  |  | 621,502 |  |  | 104,110 |  |  | 725,782 |
Liabilities: |  |  |  |  |  |  |  |
Securities sold short: |  |  |  |  |  |  |  |
U.S. Treasury securities sold short, at fair value |  | — |  |  | (22,578) |  |  | — |  |  | (22,578) |
Financial derivatives–liabilities, at fair value: |  |  |  |  |  |  |  |
TBAs |  | — |  |  | (1,363) |  |  | — |  |  | (1,363) |
Interest rate swaps |  | — |  |  | (1,595) |  |  | — |  |  | (1,595) |
Futures |  | (811) |  |  | — |  |  | — |  |  | (811) |
Credit default swaps |  | — |  |  | (1,912) |  |  | — |  |  | (1,912) |
Total financial derivatives–liabilities, at fair value |  | (811) |  |  | (4,870) |  |  | — |  |  | (5,681) |
Total U.S. Treasury securities sold short and financial derivatives–liabilities, at fair value |  | $ | (811) |  |  | $ | (27,448) |  |  | $ | — |  |  | $ | (28,259) |
December 31, 2023:
(In thousands) |  |  |  |  |  |  |  |
Description |  | Level 1 |  | Level 2 |  | Level 3 |  | Total
Assets: |  |  |  |  |  |  |  |
Securities: |  |  |  |  |  |  |  |
Agency RMBS: |  |  |  |  |  |  |  |
15-year fixed-rate mortgages |  | $ | — |  |  | $ | 27,847 |  |  | $ | — |  |  | $ | 27,847 |
20-year fixed-rate mortgages |  | — |  |  | 7,863 |  |  | — |  |  | 7,863 |
30-year fixed-rate mortgages |  | — |  |  | 670,294 |  |  | — |  |  | 670,294 |
Adjustable rate mortgages |  | — |  |  | 7,119 |  |  | — |  |  | 7,119 |
Reverse mortgages |  | — |  |  | 14,874 |  |  | — |  |  | 14,874 |
Interest only securities |  | — |  |  | 4,253 |  |  | 3,162 |  |  | 7,415 |
Non-Agency RMBS |  | — |  |  | 10,443 |  |  | 10,276 |  |  | 20,719 |
CLOs |  | — |  |  | 11,816 |  |  | 5,601 |  |  | 17,417 |
Total securities, at fair value |  | — |  |  | 754,509 |  |  | 19,039 |  |  | 773,548 |
Financial derivatives–assets, at fair value: |  |  |  |  |  |  |  |
TBAs |  | — |  |  | 654 |  |  | — |  |  | 654 |
Interest rate swaps |  | — |  |  | 71,341 |  |  | — |  |  | 71,341 |
Futures |  | 2,284 |  |  | — |  |  | — |  |  | 2,284 |
Total financial derivatives–assets, at fair value |  | 2,284 |  |  | 71,995 |  |  | — |  |  | 74,279 |
Total securities and financial derivatives–assets, at fair value |  | 2,284 |  |  | 826,504 |  |  | 19,039 |  |  | 847,827 |
Liabilities: |  |  |  |  |  |  |  |
Financial derivatives–liabilities, at fair value: |  |  |  |  |  |  |  |
TBAs |  | — |  |  | (1,876) |  |  | — |  |  | (1,876) |
Interest rate swaps |  | — |  |  | (4,758) |  |  | — |  |  | (4,758) |
Futures |  | (63) |  |  | — |  |  | — |  |  | (63) |
Credit default swaps |  | — |  |  | (632) |  |  | — |  |  | (632) |
Total financial derivatives–liabilities, at fair value |  | $ | (63) |  |  | $ | (7,266) |  |  | $ | — |  |  | $ | (7,329) |
The tables below include roll-forwards of the Company's financial instruments for the three-month periods ended March 31, 2025 and 2024 and the years ended December 31, 2024 and 2023 (including change in fair value), for financial instruments classified by the Company within Level 3 of the valuation hierarchy. Three-Month Period Ended March 31, 2025:
(In thousands) | CLOs |  | Corporate Debt |  | Corporate Equity |  | Agency RMBS
Beginning balance—December 31, 2024 | $ | 103,624 |  |  | $ | 428 |  |  | $ | 56 |  |  | $ | 2 |
Purchases | 51,769 |  |  | 12 |  |  | — |  |  | — |
Proceeds from sales | (17,517) |  |  | (13) |  |  | — |  |  | — |
(Amortization)/accretion, net | (1,464) |  |  | — |  |  | — |  |  | — |
Net realized gains (losses) | (201) |  |  | — |  |  | — |  |  | — |
Change in net unrealized gains (losses) | (8,988) |  |  | 7 |  |  | — |  |  | — |
Transfers: |  |  |  |  |  |  |
Transfers into level 3 | 16,155 |  |  | — |  |  | — |  |  | — |
Transfers out of level 3 | (9,955) |  |  | — |  |  | — |  |  | — |
Ending balance—March 31, 2025 | $ | 133,423 |  |  | $ | 434 |  |  | $ | 56 |  |  | $ | 2 |
All amounts of net realized and changes in net unrealized gains (losses) in the table above are reflected in the accompanying Consolidated Statement of Operations. The table above incorporates changes in net unrealized gains (losses) for both Level 3 financial instruments held by the Company at March 31, 2025, as well as Level 3 financial instruments disposed of by the Company during the three-month period ended March 31, 2025. For Level 3 financial instruments held by the Company as of March 31, 2025, change in net unrealized gains (losses) of $(9.5) million, $7 thousand, and $(1) thousand for the three-month period ended March 31, 2025 relate to CLOs, corporate debt, and corporate equity, respectively. At March 31, 2025, the Company transferred $10.0 million of assets from Level 3 to Level 2 and $16.2 million of assets from Level 2 to Level 3. Transfers between hierarchy levels are based on the availability of sufficient observable inputs to meet Level 2 versus Level 3 criteria. The level designation of each financial instrument is reassessed at the end of each period, and is based on pricing information received from third party pricing sources. Three-Month Period Ended March 31, 2024 (unaudited):
(In thousands) | CLOs |  | Non-Agency RMBS |  | Agency RMBS
Beginning balance—December 31, 2023 | $ | 5,601 |  |  | $ | 10,276 |  |  | $ | 3,162 |
Purchases | 16,952 |  |  | — |  |  | — |
Proceeds from sales | — |  |  | — |  |  | (263) |
Principal repayments | (1,620) |  |  | (13) |  |  | — |
(Amortization)/accretion, net | (34) |  |  | (258) |  |  | (180) |
Net realized gains (losses) | 34 |  |  | 42 |  |  | 20 |
Change in net unrealized gains (losses) | (379) |  |  | 491 |  |  | 179 |
Transfers: |  |  |  |  |
Transfers into level 3 | 6,456 |  |  | 1,811 |  |  | 1,002 |
Transfers out of level 3 | (1,414) |  |  | (6,521) |  |  | — |
Ending balance—March 31, 2024 | $ | 25,596 |  |  | $ | 5,828 |  |  | $ | 3,920 |
All amounts of net realized and changes in net unrealized gains (losses) in the table above are reflected in the accompanying Consolidated Statement of Operations. The table above incorporates changes in net unrealized gains (losses) for both Level 3 financial instruments held by the Company as of March 31, 2024, as well as Level 3 financial instruments disposed of by the Company during the three-month period ended March 31, 2024. For Level 3 financial instruments held by the Company as of March 31, 2024, change in net unrealized gains (losses) of $0.4 million, $0.1 million, and $0.2 million for the three-month period ended March 31, 2024 relate to CLOs, non-Agency RMBS, and Agency RMBS, respectively. At March 31, 2024, the Company transferred $7.9 million of assets from Level 3 to Level 2 and $9.3 million of assets from Level 2 to Level 3. Transfers between these hierarchy levels are based on the availability of sufficient observable inputs to meet Level 2 versus Level 3 criteria. The level designation of each financial instrument is reassessed at the end of each period, and is based on pricing information received from third party pricing sources. Year Ended December 31, 2024:
(In thousands) | CLOs |  | Corporate Debt |  | Corporate Equity |  | Agency RMBS |  | Non-Agency RMBS
Beginning balance as of December 31, 2023 | $ | 5,601 |  |  | $ | — |  |  | $ | — |  |  | $ | 3,162 |  |  | $ | 10,276 |
Purchases | 179,444 |  |  | 400 |  |  | 75 |  |  | — |  |  | — |
Proceeds from sales | (42,997) |  |  | (5) |  |  | — |  |  | (3,010) |  |  | (10,898) |
(Amortization)/accretion, net | (3,045) |  |  | — |  |  | — |  |  | (437) |  |  | (428) |
Net realized gains (losses) | 1,145 |  |  | 3 |  |  | — |  |  | 727 |  |  | 3,403 |
Change in net unrealized gains (losses) | (6,767) |  |  | 30 |  |  | (19) |  |  | (440) |  |  | (2,353) |
Transfers: |  |  |  |  |  |  |  |  |
Transfers into level 3 | 14,566 |  |  | — |  |  | — |  |  | — |  |  | — |
Transfers out of level 3 | (44,323) |  |  | — |  |  | — |  |  | — |  |  | — |
Ending balance as of December 31, 2024 | $ | 103,624 |  |  | $ | 428 |  |  | $ | 56 |  |  | $ | 2 |  |  | $ | — |
All amounts of net realized and changes in net unrealized gains (losses) in the table above are reflected in the accompanying Consolidated Statement of Operations. The table above incorporates changes in net unrealized gains (losses) for both Level 3 financial instruments held by the Company at December 31, 2024, as well as Level 3 financial instruments disposed of by the Company during the year ended December 31, 2024. For Level 3 financial instruments held by the Company as of December 31, 2024, change in net unrealized gains (losses) of $(6.0) million, $30 thousand, and $(19) thousand for the year ended December 31, 2024 relate to CLOs, corporate debt, and corporate equity, respectively. At December 31, 2024, the Company transferred $44.3 million of assets from Level 3 to Level 2 and $14.6 million of assets from Level 2 to Level 3. Transfers between hierarchy levels are based on the availability of sufficient observable inputs to meet Level 2 versus Level 3 criteria. The level designation of each financial instrument is reassessed at the end of each period, and is based on pricing information received from third party pricing sources. Year Ended December 31, 2023:
(In thousands) | Non-Agency RMBS |  | Agency RMBS |  | CLOs
Beginning balance as of December 31, 2022 | $ | 11,834 |  |  | $ | 4,085 |  |  | $ | — |
Purchases | 4,141 |  |  | — |  |  | 5,465 |
Proceeds from sales | (5,058) |  |  | (1,484) |  |  | — |
Principal repayments | (226) |  |  | (382) |  |  | — |
(Amortization)/accretion, net | (379) |  |  | (653) |  |  | 102 |
Net realized gains (losses) | (228) |  |  | (217) |  |  | — |
Change in net unrealized gains (losses) | 799 |  |  | 276 |  |  | 34 |
Transfers: |  |  |  |  |
Transfers into level 3 | — |  |  | 1,848 |  |  | — |
Transfers out of level 3 | (607) |  |  | (311) |  |  | — |
Ending balance as of December 31, 2023 | $ | 10,276 |  |  | $ | 3,162 |  |  | $ | 5,601 |
All amounts of net realized and changes in net unrealized gains (losses) in the table above are reflected in the accompanying Consolidated Statement of Operations. The table above incorporates changes in net unrealized gains (losses) for both Level 3 financial instruments held by the Company as of December 31, 2023, as well as Level 3 financial instruments disposed of by the Company during the year ended December 31, 2023. For Level 3 financial instruments held by the Company as of December 31, 2023, change in net unrealized gains (losses) of $0.4 million, $0.6 million, and $34 thousand for the year ended December 31, 2023 relate to non-Agency RMBS, Agency RMBS, and CLOs, respectively. At December 31, 2023, the Company transferred $0.9 million of assets from Level 3 to Level 2 and $1.8 million of assets from Level 2 to Level 3. Transfers between these hierarchy levels are based on the availability of sufficient observable inputs to meet Level 2 versus Level 3 criteria. The level designation of each financial instrument is reassessed at the end of each period, and is based on pricing information received from third party pricing sources. The following table identifies the significant unobservable inputs that affect the valuation of the Company's Level 3 financial instruments as of March 31, 2025:
|  | Range |  |
Description |  | Fair Value |  | Valuation Technique |  | Significant Unobservable Input |  | Min |  | Max |  | Weighted Average(1)
|  | (In thousands) |  |  |  |  |  |  |  |  |  |
CLOs |  | $ | 73,807 |  |  | Market quotes |  | Non-Binding Third-Party Valuation |  | $5.00 |  | $100.75 |  | $61.98
|  | 59,616 |  |  | Discounted Cash Flows |  |  |  |  |  |  |  |
|  | 133,423 |  |  |  |  | Yield(2) |  | 3.5% |  | 76.2% |  | 16.3%
Agency RMBS–Interest Only Securities |  | 2 |  |  | Option Adjusted Spread ("OAS") |  | LIBOR OAS(3) |  | 1,007 |  | 1,007 |  | 1,007
Corporate equity |  | 56 |  |  | Discounted Cash Flows |  | Yield |  | 18.5% |  | 22.6% |  | 20.2%
Corporate debt |  | 434 |  |  | Discounted Cash Flows |  | Yield |  | 8.7% |  | 43.4% |  | 16.6%
(1)Averages are weighted based on the fair value of the related instrument. (2)Excludes $1.3 million of CLOs which have estimated yields greater than 100%. Including such positions our weighted average yield would be 18.1%. (3)Shown in basis points. Third-party non-binding valuations are validated by comparing such valuations to internally generated prices based on the Company's models and, when available, to recent trading activity in the same or similar instruments. For those instruments valued using discounted cash flows, such estimates of future cash flows may incorporate projections of interest and principal payments, fee rebates, credit losses, and redemptions. For those assets valued using the LIBOR Option Adjusted Spread, or "OAS," valuation methodology, cash flows are projected using management's models over multiple interest rate scenarios, and these projected cash flows are then discounted using the LIBOR rates (which are calculated by using an assumed spread over projected Secured Overnight Financing Rates, or "SOFR" rates) implied by each interest rate scenario. The LIBOR OAS of an asset is then computed as the unique constant yield spread that, when added to all LIBOR rates in each interest rate scenario generated by the model, will equate (a) the expected present value of the projected asset cash flows over all model scenarios to (b) the actual current market price of the asset. LIBOR OAS is therefore model-dependent. Generally speaking, LIBOR OAS measures the additional yield spread over LIBOR that an asset provides at its current market price after taking into account any interest rate options embedded in the asset. Material changes in any of the inputs above in isolation could result in a significant change to reported fair value measurements. The following table summarizes the estimated fair value of all other financial instruments not included in the disclosures above as of March 31, 2025 and December 31, 2024 and 2023:
| March 31, 2025 |  | December 31, 2024 |  | December 31, 2023
(In thousands) | Fair Value |  | Carrying Value |  | Fair Value |  | Carrying Value |  | Fair Value |  | Carrying Value
Assets: |  |  |  |  |  |  |  |  |  |  |
Cash and cash equivalents | $ | 17,375 |  |  | $ | 17,375 |  |  | $ | 31,840 |  |  | $ | 31,840 |  |  | $ | 38,533 |  |  | $ | 38,533 |
Due from brokers | 4,308 |  |  | 4,308 |  |  | 21,517 |  |  | 21,517 |  |  | 3,245 |  |  | 3,245 |
Reverse repurchase agreements | — |  |  | — |  |  | 23,000 |  |  | 23,000 |  |  | — |  |  | — |
Liabilities: |  |  |  |  |  |  |  |  |  |  |
Repurchase agreements | 517,538 |  |  | 517,538 |  |  | 562,974 |  |  | 562,974 |  |  | 729,543 |  |  | 729,543 |
Due to brokers | 914 |  |  | 914 |  |  | 30,671 |  |  | 30,671 |  |  | 54,476 |  |  | 54,476 |
Cash and cash equivalents includes cash held in interest bearing overnight accounts, for which fair value equals the carrying value, and cash held in money market accounts, which are liquid in nature and for which fair value equals the carrying value; such assets are considered Level 1 assets. Due from brokers and Due to brokers include collateral transferred to or received from counterparties, along with receivables and payables for open and/or closed derivative positions. These receivables and payables are short term in nature and any collateral transferred consists primarily of cash; fair value of these items approximates carrying value and such items are considered Level 1 assets and liabilities. The Company's repurchase and reverse repurchase agreements are carried at cost, which approximates fair value due to their short term nature. Repurchase agreements and reverse repurchase agreements are classified as Level 2 assets and liabilities based on the adequacy of the collateral and their short term nature.

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- Definition The entire disclosure for the fair value of financial instruments (as defined), including financial assets and financial liabilities (collectively, as defined), and the measurements of those instruments as well as disclosures related to the fair value of non-financial assets and liabilities. Such disclosures about the financial instruments, assets, and liabilities would include: (1) the fair value of the required items together with their carrying amounts (as appropriate); (2) for items for which it is not practicable to estimate fair value, disclosure would include: (a) information pertinent to estimating fair value (including, carrying amount, effective interest rate, and maturity, and (b) the reasons why it is not practicable to estimate fair value; (3) significant concentrations of credit risk including: (a) information about the activity, region, or economic characteristics identifying a concentration, (b) the maximum amount of loss the entity is exposed to based on the gross fair value of the related item, (c) policy for requiring collateral or other security and information as to accessing such collateral or security, and (d) the nature and brief description of such collateral or security; (4) quantitative information about market risks and how such risks are managed; (5) for items measured on both a recurring and nonrecurring basis information regarding the inputs used to develop the fair value measurement; and (6) for items presented in the financial statement for which fair value measurement is elected: (a) information necessary to understand the reasons for the election, (b) discussion of the effect of fair value changes on earnings, (c) a description of [similar groups] items for which the election is made and the relation thereof to the balance sheet, the aggregate carrying value of items included in the balance sheet that are not eligible for the election; (7) all other required (as defined) and desired information. + References Reference 1: http://www.xbrl.org/2003/role/exampleRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 55 -Paragraph 107 -Publisher FASB -URI https://asc.fasb.org/1943274/2147482078/820-10-55-107 Reference 2: http://www.xbrl.org/2003/role/exampleRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 55 -Paragraph 100 -Publisher FASB -URI https://asc.fasb.org/1943274/2147482078/820-10-55-100 Reference 3: http://www.xbrl.org/2003/role/disclosureRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (c)(3) -Publisher FASB -URI https://asc.fasb.org/1943274/2147482106/820-10-50-2 Reference 4: http://www.xbrl.org/2003/role/disclosureRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 6A -Subparagraph (a) -Publisher FASB -URI https://asc.fasb.org/1943274/2147482106/820-10-50-6A Reference 5: http://www.xbrl.org/2003/role/disclosureRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2E -Publisher FASB -URI https://asc.fasb.org/1943274/2147482106/820-10-50-2E Reference 6: http://www.xbrl.org/2003/role/disclosureRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 6A -Subparagraph (h) -Publisher FASB -URI https://asc.fasb.org/1943274/2147482106/820-10-50-6A Reference 7: http://www.xbrl.org/2003/role/disclosureRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 6A -Subparagraph (f) -Publisher FASB -URI https://asc.fasb.org/1943274/2147482106/820-10-50-6A Reference 8: http://www.xbrl.org/2003/role/disclosureRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 6A -Subparagraph (e) -Publisher FASB -URI https://asc.fasb.org/1943274/2147482106/820-10-50-6A Reference 9: http://www.xbrl.org/2003/role/disclosureRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 6A -Subparagraph (d) -Publisher FASB -URI https://asc.fasb.org/1943274/2147482106/820-10-50-6A Reference 10: http://www.xbrl.org/2003/role/disclosureRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (h) -Publisher FASB -URI https://asc.fasb.org/1943274/2147482106/820-10-50-2 Reference 11: http://www.xbrl.org/2003/role/disclosureRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (g) -Publisher FASB -URI https://asc.fasb.org/1943274/2147482106/820-10-50-2 Reference 12: http://www.xbrl.org/2003/role/disclosureRef -Topic 940 -SubTopic 820 -Name Accounting Standards Codification -Section 50 -Paragraph 1 -Subparagraph (a) -Publisher FASB -URI https://asc.fasb.org/1943274/2147478119/940-820-50-1 + Details
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