XML 68 R58.htm IDEA: XBRL DOCUMENT v3.23.1
Fair Value of Financial Instruments - Valuation techniques and inputs used (Details) - Fair Value, Inputs, Level 3
$ in Thousands
9 Months Ended
Mar. 31, 2023
USD ($)
Private issue CMO  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets, Fair Value Disclosure $ 98
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
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 8.20%
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 8.70%
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 8.60%
Loans Held For Investment at Fair Value  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets, Fair Value Disclosure $ 1,352
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
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
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 91.50%
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 1.20%
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 98.00%
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 6.60%
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 93.10%
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 3.30%
Non-performing loans  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets, Fair Value Disclosure $ 710
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
Assets Fair Value Measurement Input 5.00%
Non-performing loans | 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%
Non-performing loans one  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets, Fair Value Disclosure $ 179
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
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%
Mortgage servicing assets  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets, Fair Value Disclosure $ 94
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
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
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 5.30%
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%
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%
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%
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 9.70%
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  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets, Fair Value Disclosure $ 8
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
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%
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 7.20%
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 15.10%
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 14.60%