XML 42 R31.htm IDEA: XBRL DOCUMENT v3.22.2.2
FAIR VALUE - LEVEL 3 ASSETS MEASURED ON RECURRING BASIS (Details) - USD ($)
$ in Thousands
3 Months Ended
Sep. 30, 2022
Sep. 30, 2021
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Included in earnings—Mortgage banking income [Extensible Enumeration] Mortgage banking income Mortgage banking income
Included in other comprehensive income [Extensible Enumeration] Other comprehensive income (loss) Other comprehensive income (loss)
Recurring | Level 3    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance $ 212,491 $ 87,731
Included in earnings—Mortgage banking income 1,024 (1,164)
Included in other comprehensive income (2,473) (112)
Purchases, retentions, issues, sales and settlements:    
Purchases/Retentions 207 1,712
Settlements (329) (7,652)
Closing balance 210,920 80,515
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period 1,024 (1,164)
Principal payments and loans that were paid down or paid off 400 1,600
Market-driven changes in interest rates 1,400 400
Recurring | Level 3 | Securities – Available-for-Sale: Non-Agency RMBS    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 186,814 67,615
Included in earnings—Mortgage banking income 0 0
Included in other comprehensive income (2,473) (112)
Purchases, retentions, issues, sales and settlements:    
Purchases/Retentions 0 0
Settlements (329) (7,652)
Closing balance 184,012 59,851
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period 0 0
Recurring | Level 3 | Mortgage Servicing Rights    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 25,213 17,911
Included in earnings—Mortgage banking income 953 (1,185)
Included in other comprehensive income 0 0
Purchases, retentions, issues, sales and settlements:    
Purchases/Retentions 207 1,712
Settlements 0 0
Closing balance 26,373 18,438
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period 953 (1,185)
Recurring | Level 3 | Derivative Instruments, net    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 464 2,205
Included in earnings—Mortgage banking income 71 21
Included in other comprehensive income 0 0
Purchases, retentions, issues, sales and settlements:    
Purchases/Retentions 0 0
Settlements 0 0
Closing balance 535 2,226
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period $ 71 $ 21