XML 121 R95.htm IDEA: XBRL DOCUMENT v3.24.0.1
FAIR VALUE OF FINANCIAL INSTRUMENTS - Schedule of Quantitative Information (Details) - Level 3
$ in Thousands
Dec. 31, 2022
USD ($)
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Carrying Value $ 542,646
Valuation Technique, Discounted Cash Flow | Yield | CMBS | Minimum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Measurement input 0.0289
Valuation Technique, Discounted Cash Flow | Yield | CMBS | Weighted Average  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Measurement input 0.0529
Valuation Technique, Discounted Cash Flow | Yield | CMBS | Maximum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Measurement input 0.1747
Valuation Technique, Discounted Cash Flow | Yield | CMBS interest-only | Minimum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Measurement input 0.0139
Valuation Technique, Discounted Cash Flow | Yield | CMBS interest-only | Weighted Average  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Measurement input 0.0372
Valuation Technique, Discounted Cash Flow | Yield | CMBS interest-only | Maximum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Measurement input 0.1966
Valuation Technique, Discounted Cash Flow | Yield | GNMA interest-only | Minimum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Measurement input 0.0128
Valuation Technique, Discounted Cash Flow | Yield | GNMA interest-only | Weighted Average  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Measurement input 0.0550
Valuation Technique, Discounted Cash Flow | Yield | GNMA interest-only | Maximum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Measurement input 0.1000
Valuation Technique, Discounted Cash Flow | Yield | Agency securities | Minimum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Measurement input 0.0270
Valuation Technique, Discounted Cash Flow | Yield | Agency securities | Weighted Average  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Measurement input 0.0270
Valuation Technique, Discounted Cash Flow | Yield | Agency securities | Maximum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Measurement input 0.0270
Recurring | CMBS  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Carrying Value $ 532,304
Recurring | CMBS interest-only  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Carrying Value 10,026
Recurring | GNMA interest-only  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Carrying Value 281
Recurring | Agency securities  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Carrying Value $ 35