XML 59 R35.htm IDEA: XBRL DOCUMENT v3.21.1
Fair Value Measurements - Recurring (Details) - USD ($)
$ in Thousands
Mar. 31, 2021
Sep. 30, 2020
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities $ 2,438,902 $ 2,249,492
Total financial assets 2,946,799 2,976,860
Recurring    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities 2,438,902 2,249,492
Total financial assets 2,505,339 2,297,693
Total financial liabilities 9,714 90,129
Recurring | Client swap program hedges    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative assets 5,104 48,201
Derivative liabilities 5,104 48,201
Recurring | Commercial loan fair value hedges    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative liabilities 4,610 8,492
Recurring | Borrowings cash flow hedges    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative assets 59,198  
Derivative liabilities   17,375
Recurring | Mortgage loan fair value hedges    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative assets 2,135  
Derivative liabilities   16,061
Recurring | U.S. government and agency securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities 71,512 18,824
Recurring | Asset-backed securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities 1,183,977 936,917
Recurring | Municipal bonds    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities 38,669 38,315
Recurring | Corporate debt securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities 380,115 287,184
Recurring | Agency pass-through certificates    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities 764,629 968,252
Recurring | Level 1    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities 0 0
Total financial assets 0 0
Total financial liabilities 0 0
Recurring | Level 1 | Client swap program hedges    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative assets 0 0
Derivative liabilities 0 0
Recurring | Level 1 | Commercial loan fair value hedges    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative liabilities 0 0
Recurring | Level 1 | Borrowings cash flow hedges    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative assets 0  
Derivative liabilities   0
Recurring | Level 1 | Mortgage loan fair value hedges    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative assets 0  
Derivative liabilities  
Recurring | Level 1 | U.S. government and agency securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities 0 0
Recurring | Level 1 | Asset-backed securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities 0 0
Recurring | Level 1 | Municipal bonds    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities 0 0
Recurring | Level 1 | Corporate debt securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities 0 0
Recurring | Level 1 | Agency pass-through certificates    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities 0 0
Recurring | Level 2    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities 2,438,902 2,249,492
Total financial assets 2,505,339 2,297,693
Total financial liabilities 9,714 90,129
Recurring | Level 2 | Client swap program hedges    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative assets 5,104 48,201
Derivative liabilities 5,104 48,201
Recurring | Level 2 | Commercial loan fair value hedges    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative liabilities 4,610 8,492
Recurring | Level 2 | Borrowings cash flow hedges    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative assets 59,198  
Derivative liabilities   17,375
Recurring | Level 2 | Mortgage loan fair value hedges    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative assets 2,135  
Derivative liabilities   16,061
Recurring | Level 2 | U.S. government and agency securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities 71,512 18,824
Recurring | Level 2 | Asset-backed securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities 1,183,977 936,917
Recurring | Level 2 | Municipal bonds    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities 38,669 38,315
Recurring | Level 2 | Corporate debt securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities 380,115 287,184
Recurring | Level 2 | Agency pass-through certificates    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities 764,629 968,252
Recurring | Level 3    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities 0 0
Total financial assets 0 0
Total financial liabilities 0 0
Recurring | Level 3 | Client swap program hedges    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative assets 0 0
Derivative liabilities 0 0
Recurring | Level 3 | Commercial loan fair value hedges    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative liabilities 0 0
Recurring | Level 3 | Borrowings cash flow hedges    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative assets 0  
Derivative liabilities   0
Recurring | Level 3 | Mortgage loan fair value hedges    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative assets 0  
Derivative liabilities  
Recurring | Level 3 | U.S. government and agency securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities 0 0
Recurring | Level 3 | Asset-backed securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities 0
Recurring | Level 3 | Municipal bonds    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities 0 0
Recurring | Level 3 | Corporate debt securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities 0 0
Recurring | Level 3 | Agency pass-through certificates    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities $ 0 $ 0