XML 151 R140.htm IDEA: XBRL DOCUMENT v3.24.3
FAIR VALUE MEASUREMENTS - Schedule of Inputs Used in Valuing Residential Mortgage Loans (Details) - Fair Value, Measurements, Nonrecurring - Fair Value
$ in Thousands
9 Months Ended
Sep. 30, 2024
USD ($)
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Fair Value $ 69,939
Performing loans  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Fair Value $ 53,007
Performing loans | Minimum | Discount Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.070
Performing loans | Minimum | Weighted Average Life (Years)  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Weighted average life (years) 5 years 3 months 18 days
Performing loans | Minimum | Prepayment Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.001
Performing loans | Minimum | CDR  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.004
Performing loans | Minimum | Loss Severity  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.209
Performing loans | Maximum | Discount Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.086
Performing loans | Maximum | Weighted Average Life (Years)  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Weighted average life (years) 8 years 10 months 24 days
Performing loans | Maximum | Prepayment Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.034
Performing loans | Maximum | CDR  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.063
Performing loans | Maximum | Loss Severity  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.384
Performing loans | Weighted Average | Discount Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.079
Performing loans | Weighted Average | Weighted Average Life (Years)  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Weighted average life (years) 5 years 4 months 24 days
Performing loans | Weighted Average | Prepayment Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.003
Performing loans | Weighted Average | CDR  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.009
Performing loans | Weighted Average | Loss Severity  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.279
Non-performing loans  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Fair Value $ 16,932
Non-performing loans | Minimum | Discount Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.086
Non-performing loans | Minimum | Weighted Average Life (Years)  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Weighted average life (years) 5 years 9 months 18 days
Non-performing loans | Minimum | Prepayment Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.005
Non-performing loans | Minimum | CDR  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.019
Non-performing loans | Minimum | Loss Severity  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.131
Non-performing loans | Maximum | Discount Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.095
Non-performing loans | Maximum | Weighted Average Life (Years)  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Weighted average life (years) 8 years 10 months 24 days
Non-performing loans | Maximum | Prepayment Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.034
Non-performing loans | Maximum | CDR  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.088
Non-performing loans | Maximum | Loss Severity  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.269
Non-performing loans | Weighted Average | Discount Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.091
Non-performing loans | Weighted Average | Weighted Average Life (Years)  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Weighted average life (years) 6 years 8 months 12 days
Non-performing loans | Weighted Average | Prepayment Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.013
Non-performing loans | Weighted Average | CDR  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.047
Non-performing loans | Weighted Average | Loss Severity  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.212