XML 49 R30.htm IDEA: XBRL DOCUMENT v3.21.2
FAIR VALUE - LEVEL 3 ASSETS MEASURED ON RECURRING BASIS (Details) - Recurring - Level 3 - USD ($)
$ in Thousands
3 Months Ended
Sep. 30, 2021
Sep. 30, 2020
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance $ 87,731 $ 36,423
Total gains or losses for the period - Included in other comprehensive income (112) (323)
Purchases, retentions, issues, sales and settlements:    
Purchases/Retentions 1,712 3,250
Settlements (7,652) (397)
Closing balance 80,515 42,741
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period (1,164) 3,788
Included in earnings—Mortgage banking income    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Total gains or losses for the period - Included in earnings (1,164) 3,788
Non-Agency MBS    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 67,615 18,332
Total gains or losses for the period - Included in other comprehensive income (112) (323)
Purchases, retentions, issues, sales and settlements:    
Purchases/Retentions 0 0
Settlements (7,652) (397)
Closing balance 59,851 17,612
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period 0 0
Non-Agency MBS | Included in earnings—Mortgage banking income    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Total gains or losses for the period - Included in earnings 0 0
Mortgage Servicing Rights    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 17,911 10,675
Total gains or losses for the period - Included in other comprehensive income 0 0
Purchases, retentions, issues, sales and settlements:    
Purchases/Retentions 1,712 3,250
Settlements 0 0
Closing balance 18,438 12,130
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period (1,185) (1,795)
Mortgage Servicing Rights | Included in earnings—Mortgage banking income    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Total gains or losses for the period - Included in earnings (1,185) (1,795)
Derivative Instruments, net    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 2,205 7,416
Total gains or losses for the period - Included in other comprehensive income 0 0
Purchases, retentions, issues, sales and settlements:    
Purchases/Retentions 0 0
Settlements 0 0
Closing balance 2,226 12,999
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period 21 5,583
Derivative Instruments, net | Included in earnings—Mortgage banking income    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Total gains or losses for the period - Included in earnings $ 21 $ 5,583