XML 121 R110.htm IDEA: XBRL DOCUMENT v3.21.2
FAIR VALUE MEASUREMENTS - Schedule of Inputs Used in Valuing Assets and Liabilities At Fair Value (Details) - Fair Value, Measurements, Nonrecurring - Total
$ in Thousands
6 Months Ended
Jun. 30, 2021
USD ($)
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Fair Value and Carrying Value $ 324,383
Discount Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.052
Weighted Average Life (Years)  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, term 3 years 8 months 12 days
Prepayment Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.045
Delinquency  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.024
Loss Severity  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.375
Performing loans  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Fair Value and Carrying Value $ 112,837
Non-performing loans  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Fair Value and Carrying Value $ 211,546
Minimum | Performing loans | Discount Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.038
Minimum | Performing loans | Weighted Average Life (Years)  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, term 4 years 2 months 12 days
Minimum | Performing loans | Prepayment Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.051
Minimum | Performing loans | Delinquency  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.014
Minimum | Performing loans | Loss Severity  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.299
Minimum | Non-performing loans | Discount Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.050
Minimum | Non-performing loans | Weighted Average Life (Years)  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, term 2 years 9 months 18 days
Minimum | Non-performing loans | Prepayment Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.020
Minimum | Non-performing loans | Delinquency  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.029
Minimum | Non-performing loans | Loss Severity  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.086
Maximum | Performing loans | Discount Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.070
Maximum | Performing loans | Weighted Average Life (Years)  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, term 9 years
Maximum | Performing loans | Prepayment Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.099
Maximum | Performing loans | Delinquency  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.022
Maximum | Performing loans | Loss Severity  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 1.000
Maximum | Non-performing loans | Discount Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.090
Maximum | Non-performing loans | Weighted Average Life (Years)  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, term 3 years 8 months 12 days
Maximum | Non-performing loans | Prepayment Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.020
Maximum | Non-performing loans | Delinquency  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.029
Maximum | Non-performing loans | Loss Severity  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.300
Weighted Average | Performing loans | Discount Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.049
Weighted Average | Performing loans | Weighted Average Life (Years)  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, term 4 years 7 months 6 days
Weighted Average | Performing loans | Prepayment Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.092
Weighted Average | Performing loans | Delinquency  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.015
Weighted Average | Performing loans | Loss Severity  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.538
Weighted Average | Non-performing loans | Discount Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.053
Weighted Average | Non-performing loans | Weighted Average Life (Years)  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, term 3 years 2 months 12 days
Weighted Average | Non-performing loans | Prepayment Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.020
Weighted Average | Non-performing loans | Delinquency  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.029
Weighted Average | Non-performing loans | Loss Severity  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Financing receivable, measurement input 0.289