XML 42 R31.htm IDEA: XBRL DOCUMENT v3.22.1
FAIR VALUE - LEVEL 3 ASSETS MEASURED ON RECURRING BASIS (Details) - Recurring - Level 3 - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Mar. 31, 2022
Mar. 31, 2021
Mar. 31, 2022
Mar. 31, 2021
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance $ 80,239 $ 39,428 $ 87,731 $ 36,423
Total gains or losses for the period - Included in other comprehensive income (1,841) 913 (2,480) 607
Purchases, retentions, issues, sales and settlements:        
Purchases/Retentions 96,093 3,538 99,379 11,222
Settlements (432) (671) (8,656) (1,562)
Closing balance 176,148 40,836 176,148 40,836
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period 2,089 (2,372) 174 (5,854)
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 2,089 (2,372) 174 (5,854)
Non-Agency MBS        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance 58,752 17,135 67,615 18,332
Total gains or losses for the period - Included in other comprehensive income (1,841) 913 (2,480) 607
Purchases, retentions, issues, sales and settlements:        
Purchases/Retentions 95,000 0 95,000 0
Settlements (432) (671) (8,656) (1,562)
Closing balance 151,479 17,377 151,479 17,377
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 20,110 14,314 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 1,093 3,538 4,379 11,222
Settlements 0 0 0 0
Closing balance 23,519 16,631 23,519 16,631
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period 2,316 (1,221) 1,229 (5,266)
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 2,316 (1,221) 1,229 (5,266)
Derivative Instruments, net        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance 1,377 7,979 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 1,150 6,828 1,150 6,828
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period (227) (1,151) (1,055) (588)
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 $ (227) $ (1,151) $ (1,055) $ (588)