XML 51 R40.htm IDEA: XBRL DOCUMENT v3.22.2.2
SECURITIES - SCHEDULE OF UNREALIZED LOSS ON INVESTMENTS (Details) - USD ($)
$ in Thousands
Sep. 30, 2022
Jun. 30, 2022
Fair Value    
Less Than 12 Months $ 192,614 $ 112,490
More Than 12 Months 13,009 12,848
Total 205,623 125,338
Gross Unrealized Losses    
Less Than 12 Months (6,678) (3,823)
More Than 12 Months (2,023) (1,498)
Total (8,701) (5,321)
U.S. agencies    
Fair Value    
Less Than 12 Months 15,070 16,446
More Than 12 Months 8,493 8,097
Total 23,563 24,543
Gross Unrealized Losses    
Less Than 12 Months (1,882) (1,338)
More Than 12 Months (1,543) (1,068)
Total (3,425) (2,406)
Non-agency    
Fair Value    
Less Than 12 Months 127,685 92,796
More Than 12 Months 4,516 4,751
Total 132,201 97,547
Gross Unrealized Losses    
Less Than 12 Months (4,095) (2,204)
More Than 12 Months (480) (430)
Total (4,575) (2,634)
Total MBS    
Fair Value    
Less Than 12 Months 142,755 109,242
More Than 12 Months 13,009 12,848
Total 155,764 122,090
Gross Unrealized Losses    
Less Than 12 Months (5,977) (3,542)
More Than 12 Months (2,023) (1,498)
Total (8,000) (5,040)
Municipal debt    
Fair Value    
Less Than 12 Months 2,995 3,248
More Than 12 Months 0 0
Total 2,995 3,248
Gross Unrealized Losses    
Less Than 12 Months (565) (281)
More Than 12 Months 0 0
Total (565) (281)
Asset-backed securities and structured notes    
Fair Value    
Less Than 12 Months 46,864 0
More Than 12 Months 0 0
Total 46,864 0
Gross Unrealized Losses    
Less Than 12 Months (136) 0
More Than 12 Months 0 0
Total (136) 0
Total Non-MBS    
Fair Value    
Less Than 12 Months 49,859 3,248
More Than 12 Months 0 0
Total 49,859 3,248
Gross Unrealized Losses    
Less Than 12 Months (701) (281)
More Than 12 Months 0 0
Total $ (701) $ (281)