XML 44 R35.htm IDEA: XBRL DOCUMENT v3.22.2
Fair Value Measurements - Recurring (Details) - USD ($)
$ in Thousands
Jun. 30, 2022
Sep. 30, 2021
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities, at fair value $ 2,150,732 $ 2,138,259
Total financial assets 2,598,561 2,517,806
Recurring    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities, at fair value 2,150,732 2,138,259
Total financial assets 2,357,955 2,191,684
Total financial liabilities 43,219 14,801
Recurring | Client swap program hedges    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative assets 43,219 10,983
Derivative liabilities 43,219 10,983
Recurring | Commercial loan fair value hedges    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative assets 1,153  
Derivative liabilities   2,177
Recurring | Mortgage loan fair value hedges    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative assets 26,415  
Derivative liabilities   1,641
Recurring | Borrowings cash flow hedges    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative assets 136,436 42,442
Recurring | U.S. government and agency securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities, at fair value 45,462 61,779
Recurring | Asset-backed securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities, at fair value 838,033 1,078,681
Recurring | Municipal bonds    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities, at fair value 37,231 39,984
Recurring | Corporate debt securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities, at fair value 321,924 350,988
Recurring | Agency pass-through certificates    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities, at fair value 908,082 606,827
Recurring | Level 1    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities, at fair value 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 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 | Borrowings cash flow hedges    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative assets 0 0
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, at fair value 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, at fair value 0 0
Recurring | Level 1 | Municipal bonds    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities, at fair value 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, at fair value 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, at fair value 0 0
Recurring | Level 2    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities, at fair value 2,150,732 2,138,259
Total financial assets 2,357,955 2,191,684
Total financial liabilities 43,219 14,801
Recurring | Level 2 | Client swap program hedges    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative assets 43,219 10,983
Derivative liabilities 43,219 10,983
Recurring | Level 2 | Commercial loan fair value hedges    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative assets 1,153  
Derivative liabilities   2,177
Recurring | Level 2 | Mortgage loan fair value hedges    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative assets 26,415  
Derivative liabilities   1,641
Recurring | Level 2 | Borrowings cash flow hedges    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative assets 136,436 42,442
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, at fair value 45,462 61,779
Recurring | Level 2 | Asset-backed securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities, at fair value 838,033 1,078,681
Recurring | Level 2 | Municipal bonds    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities, at fair value 37,231 39,984
Recurring | Level 2 | Corporate debt securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities, at fair value 321,924 350,988
Recurring | Level 2 | Agency pass-through certificates    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities, at fair value 908,082 606,827
Recurring | Level 3    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities, at fair value 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 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 | Borrowings cash flow hedges    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative assets 0 0
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, at fair value 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, at fair value 0
Recurring | Level 3 | Municipal bonds    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Available-for-sale securities, at fair value 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, at fair value 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, at fair value $ 0 $ 0