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FAIR VALUE - LEVEL 3 ASSETS MEASURED ON RECURRING BASIS (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Mar. 31, 2023
Mar. 31, 2022
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 Mortgage banking income Mortgage banking income
Included in other comprehensive income [Extensible Enumeration] Other comprehensive income (loss) Other comprehensive income (loss) 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 $ 200,667 $ 80,239 $ 212,491 $ 87,731
Included in earnings—Mortgage banking income (956) 2,089 (1,495) 174
Included in other comprehensive income 1,231 (1,841) (3,384) (2,480)
Purchases, retentions, issues, sales and settlements:        
Purchases/Retentions 30,152 96,093 30,558 99,379
Settlements (54) (432) (7,130) (8,656)
Closing balance 231,040 176,148 231,040 176,148
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period (956) 2,089 (1,495) 174
Principal payments and loans that were paid down or paid off 200 800 700 3,600
Market-driven changes in interest rates 100 3,100 300 4,900
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 175,123 58,752 186,814 67,615
Included in earnings—Mortgage banking income 0 0 0 0
Included in other comprehensive income 1,231 (1,841) (3,384) (2,480)
Purchases, retentions, issues, sales and settlements:        
Purchases/Retentions 30,000 95,000 30,000 95,000
Settlements (54) (432) (7,130) (8,656)
Closing balance 206,300 151,479 206,300 151,479
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
Recurring | Level 3 | Mortgage Servicing Rights        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance 25,526 20,110 25,213 17,911
Included in earnings—Mortgage banking income (282) 2,316 (375) 1,229
Included in other comprehensive income 0 0 0 0
Purchases, retentions, issues, sales and settlements:        
Purchases/Retentions 152 1,093 558 4,379
Settlements 0 0 0 0
Closing balance 25,396 23,519 25,396 23,519
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period (282) 2,316 (375) 1,229
Recurring | Level 3 | Derivative Instruments, net        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance 18 1,377 464 2,205
Included in earnings—Mortgage banking income (674) (227) (1,120) (1,055)
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 (656) 1,150 (656) 1,150
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period $ (674) $ (227) $ (1,120) $ (1,055)