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v3.21.1

Fair Value of Financial Instruments Level 3 (Details) $ in Thousands | 3 Months Ended
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Mar. 31, 2021 USD ($) percent
Measurement Input, Prepayment Rate |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
Debt Securities, Available-for-sale, Measurement Input | percent | 0.10
Loans Held-for-sale, Measurement Input | percent | 0.10
Measurement Input, Default Rate |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
Debt Securities, Available-for-sale, Measurement Input | percent | 0.02
Loans Held-for-sale, Measurement Input | percent | 0.02
Measurement Input, Loss Severity |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
Debt Securities, Available-for-sale, Measurement Input | percent | 0.20
Loans Held-for-sale, Measurement Input | percent | 0.20
Measurement Input, Discount Rate |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
Debt Securities, Available-for-sale, Measurement Input | percent | 0.070
Loans Held-for-sale, Measurement Input | percent | 0.070
Non-Agency MBS |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
Balance at the beginning of the period | $ 1,275
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss) | (57)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements | (145)
Balance at the end of the period | 1,143
Loans Receivable |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
Balance at the beginning of the period | 6,264
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings | 22
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements | (488)
Balance at the end of the period | 5,749
Interest Income | Non-Agency MBS |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
Accretion (amortization) | 70
Interest Income | Loans Receivable |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
Accretion (amortization) | $ (5)

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- Definition Amount of gain (loss) recognized in income from asset measured at fair value on recurring basis using unobservable input (level 3). + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (c)(1) -URI http://asc.fasb.org/extlink&oid=117815213&loc=d3e19207-110258 + Details
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- Definition Amount of settlement of financial instrument classified as an asset measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (c)(2) -URI http://asc.fasb.org/extlink&oid=117815213&loc=d3e19207-110258 + Details
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