XML 50 R37.htm IDEA: XBRL DOCUMENT v3.20.4
SECURITIES - AMORTIZED COST, CARRYING AMOUNT AND FAIR VALUE DISCLOSURES (Details) - USD ($)
$ in Thousands
Dec. 31, 2020
Jun. 30, 2020
Debt Securities, Available-for-sale [Line Items]    
Securities Trading - Fair Value $ 362 $ 105
Amortized Cost 207,133 188,059
Unrealized Gains 3,672 1,703
Unrealized Losses (977) (2,135)
Fair Value 209,828 187,627
Total RMBS securities    
Debt Securities, Available-for-sale [Line Items]    
Securities Trading - Fair Value 0 0
Amortized Cost 33,713 34,372
Unrealized Gains 1,373 1,658
Unrealized Losses (976) (872)
Fair Value 34,110 35,158
U.S. agencies    
Debt Securities, Available-for-sale [Line Items]    
Securities Trading - Fair Value 0 0
Amortized Cost 16,424 16,192
Unrealized Gains 552 634
Unrealized Losses (1) 0
Fair Value 16,975 16,826
Non-agency    
Debt Securities, Available-for-sale [Line Items]    
Securities Trading - Fair Value 0 0
Amortized Cost 17,289 18,180
Unrealized Gains 821 1,024
Unrealized Losses (975) (872)
Fair Value 17,135 18,332
Total Non-RMBS    
Debt Securities, Available-for-sale [Line Items]    
Securities Trading - Fair Value 362 105
Amortized Cost 173,420 153,687
Unrealized Gains 2,299 45
Unrealized Losses (1) (1,263)
Fair Value 175,718 152,469
U.S. agencies    
Debt Securities, Available-for-sale [Line Items]    
Securities Trading - Fair Value 0 0
Amortized Cost 1,800 1,799
Unrealized Gains 0 0
Unrealized Losses (1) 0
Fair Value 1,799 1,799
Municipal debt    
Debt Securities, Available-for-sale [Line Items]    
Securities Trading - Fair Value 362 105
Amortized Cost 3,405 10,550
Unrealized Gains 109 44
Unrealized Losses 0 (194)
Fair Value 3,514 10,400
Asset-backed securities and structured notes    
Debt Securities, Available-for-sale [Line Items]    
Securities Trading - Fair Value 0 0
Amortized Cost 168,215 141,338
Unrealized Gains 2,190 1
Unrealized Losses 0 (1,069)
Fair Value $ 170,405 $ 140,270