Annual report pursuant to Section 13 and 15(d)

FAIR VALUE MEASUREMENTS - Additional Information (Details)

v3.22.4
FAIR VALUE MEASUREMENTS - Additional Information (Details) - Level 3
Dec. 31, 2022
Dec. 31, 2021
Recurring Fair Value Measurements    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Loan funding probability (“pull-through”) 93.40% 91.50%
Minimum | Discount Rate    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Range of risk adjusted discount rate 0.145 0.150
Maximum | Discount Rate    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Range of risk adjusted discount rate 0.250 0.195
Median | Discount Rate    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Range of risk adjusted discount rate 0.150 0.191