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FAIR VALUE - LEVEL 3 ASSETS MEASURED ON RECURRING BASIS (Details) - Recurring - Level 3 - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Dec. 31, 2021
Dec. 31, 2020
Dec. 31, 2021
Dec. 31, 2020
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance $ 80,515 $ 42,741 $ 87,731 $ 36,423
Total gains or losses for the period - Included in other comprehensive income (527) 15 (639) (307)
Purchases, retentions, issues, sales and settlements:        
Purchases/Retentions 1,575 4,434 3,286 7,684
Settlements (572) (492) (8,224) (890)
Closing balance 80,239 39,428 80,239 39,428
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period (752) (7,270) (1,915) (3,482)
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 (752) (7,270) (1,915) (3,482)
Non-Agency MBS        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance 59,851 17,612 67,615 18,332
Total gains or losses for the period - Included in other comprehensive income (527) 15 (639) (307)
Purchases, retentions, issues, sales and settlements:        
Purchases/Retentions 0 0 0 0
Settlements (572) (492) (8,224) (890)
Closing balance 58,752 17,135 58,752 17,135
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period 0 0 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 0 0
Mortgage Servicing Rights        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance 18,438 12,130 17,911 10,675
Total gains or losses for the period - Included in other comprehensive income 0 0 0 0
Purchases, retentions, issues, sales and settlements:        
Purchases/Retentions 1,575 4,434 3,286 7,684
Settlements 0 0 0 0
Closing balance 20,110 14,314 20,110 14,314
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period 97 (2,250) (1,087) (4,045)
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 97 (2,250) (1,087) (4,045)
Derivative Instruments, net        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance 2,226 12,999 2,205 7,416
Total gains or losses for the period - Included in other comprehensive income 0 0 0 0
Purchases, retentions, issues, sales and settlements:        
Purchases/Retentions 0 0 0 0
Settlements 0 0 0 0
Closing balance 1,377 7,979 1,377 7,979
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period (849) (5,020) (828) 563
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 $ (849) $ (5,020) $ (828) $ 563