XML 71 R61.htm IDEA: XBRL DOCUMENT v3.22.0.1
Fair Value of Financial Instruments - Valuation techniques and inputs used (Details)
$ in Thousands
6 Months Ended
Dec. 31, 2021
USD ($)
Private issue CMO | Weighted Average | Market comparable pricing | Comparability adjustment  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets Fair Value Measurement Input 1.70%
Loans Held For Investment at Fair Value | Weighted Average | Relative value analysis | Broker quotes  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets Fair Value Measurement Input 101.20%
Loans Held For Investment at Fair Value | Weighted Average | Relative value analysis | Credit risk factors  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets Fair Value Measurement Input 4.50%
Non-performing loans one | Weighted Average | Relative value analysis | Credit risk factors  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets Fair Value Measurement Input 28.80%
Mortgage servicing assets | Weighted Average | Discounted cash flow | Prepayment speed (CPR)  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets Fair Value Measurement Input 22.80%
Mortgage servicing assets | Weighted Average | Discounted cash flow | Discount rate  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets Fair Value Measurement Input 9.10%
Interest-Only Strips | Weighted Average | Discounted cash flow | Prepayment speed (CPR)  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets Fair Value Measurement Input 24.90%
Fair Value, Inputs, Level 3 | Private issue CMO  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets, Fair Value Disclosure $ 146
Fair Value, Inputs, Level 3 | Private issue CMO | Market comparable pricing | Comparability adjustment  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Impact to valuation from an increase in inputs on assets Increase
Fair Value, Inputs, Level 3 | Private issue CMO | Minimum | Market comparable pricing | Comparability adjustment  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets Fair Value Measurement Input 1.10%
Fair Value, Inputs, Level 3 | Private issue CMO | Maximum | Market comparable pricing | Comparability adjustment  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets Fair Value Measurement Input 1.90%
Fair Value, Inputs, Level 3 | Loans Held For Investment at Fair Value  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets, Fair Value Disclosure $ 1,555
Fair Value, Inputs, Level 3 | Loans Held For Investment at Fair Value | Relative value analysis | Broker quotes  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Impact to valuation from an increase in inputs on assets Increase
Fair Value, Inputs, Level 3 | Loans Held For Investment at Fair Value | Relative value analysis | Credit risk factors  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Impact to valuation from an increase in inputs on assets Decrease
Fair Value, Inputs, Level 3 | Loans Held For Investment at Fair Value | Minimum | Relative value analysis | Broker quotes  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets Fair Value Measurement Input 98.00%
Fair Value, Inputs, Level 3 | Loans Held For Investment at Fair Value | Minimum | Relative value analysis | Credit risk factors  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets Fair Value Measurement Input 1.30%
Fair Value, Inputs, Level 3 | Loans Held For Investment at Fair Value | Maximum | Relative value analysis | Broker quotes  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets Fair Value Measurement Input 103.50%
Fair Value, Inputs, Level 3 | Loans Held For Investment at Fair Value | Maximum | Relative value analysis | Credit risk factors  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets Fair Value Measurement Input 100.00%
Fair Value, Inputs, Level 3 | Non-performing loans  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets, Fair Value Disclosure $ 980
Fair Value, Inputs, Level 3 | Non-performing loans | Discounted cash flow | Default rates.  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Impact to valuation from an increase in inputs on assets Decrease
Fair Value, Inputs, Level 3 | Non-performing loans | Minimum | Discounted cash flow | Discount rate  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets Fair Value Measurement Input 5.00%
Fair Value, Inputs, Level 3 | Non-performing loans one  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets, Fair Value Disclosure $ 1,270
Fair Value, Inputs, Level 3 | Non-performing loans one | Relative value analysis | Credit risk factors  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Impact to valuation from an increase in inputs on assets Decrease
Fair Value, Inputs, Level 3 | Non-performing loans one | Minimum | Relative value analysis | Credit risk factors  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets Fair Value Measurement Input 20.00%
Fair Value, Inputs, Level 3 | Non-performing loans one | Maximum | Relative value analysis | Credit risk factors  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets Fair Value Measurement Input 30.00%
Fair Value, Inputs, Level 3 | Mortgage servicing assets  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets, Fair Value Disclosure $ 140
Fair Value, Inputs, Level 3 | Mortgage servicing assets | Discounted cash flow | Prepayment speed (CPR)  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Impact to valuation from an increase in inputs on assets Decrease
Fair Value, Inputs, Level 3 | Mortgage servicing assets | Discounted cash flow | Discount rate  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Impact to valuation from an increase in inputs on assets Decrease
Fair Value, Inputs, Level 3 | Mortgage servicing assets | Minimum | Discounted cash flow | Prepayment speed (CPR)  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets Fair Value Measurement Input 16.20%
Fair Value, Inputs, Level 3 | Mortgage servicing assets | Minimum | Discounted cash flow | Discount rate  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets Fair Value Measurement Input 9.00%
Fair Value, Inputs, Level 3 | Mortgage servicing assets | Maximum | Discounted cash flow | Prepayment speed (CPR)  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets Fair Value Measurement Input 60.00%
Fair Value, Inputs, Level 3 | Mortgage servicing assets | Maximum | Discounted cash flow | Discount rate  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets Fair Value Measurement Input 10.50%
Fair Value, Inputs, Level 3 | Interest-Only Strips  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets, Fair Value Disclosure $ 9
Fair Value, Inputs, Level 3 | Interest-Only Strips | Discounted cash flow | Prepayment speed (CPR)  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Impact to valuation from an increase in inputs on assets Decrease
Fair Value, Inputs, Level 3 | Interest-Only Strips | Discounted cash flow | Discount rate  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Impact to valuation from an increase in inputs on assets Decrease
Assets Fair Value Measurement Input 9.00%
Fair Value, Inputs, Level 3 | Interest-Only Strips | Minimum | Discounted cash flow | Prepayment speed (CPR)  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets Fair Value Measurement Input 24.80%
Fair Value, Inputs, Level 3 | Interest-Only Strips | Maximum | Discounted cash flow | Prepayment speed (CPR)  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets Fair Value Measurement Input 26.00%