XML 71 R60.htm IDEA: XBRL DOCUMENT v3.23.3
Fair Value of Financial Instruments - Valuation techniques and inputs used (Details) - Fair Value, Inputs, Level 3
$ in Thousands
3 Months Ended
Sep. 30, 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 (1.70%)
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 (6.60%)
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 (2.70%)
Loans Held For Investment, at Fair Value [Member] | Minimum | Relative value analysis | Broker quotes  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets Fair Value Measurement Input 84.40%
Loans Held For Investment, at Fair Value [Member] | Maximum | Relative value analysis | Broker quotes  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets Fair Value Measurement Input 87.60%
Loans Held For Investment, at Fair Value [Member] | 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 85.60%
Loans Held For Investment at Fair Value  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets, Fair Value Disclosure $ 1,061
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 | ACL 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 0.00%
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 1.20%
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 (1.10%)
Loans with individually evaluated allowance  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets, Fair Value Disclosure $ 703
Loans with individually evaluated allowance | 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%
Mortgage servicing assets  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets, Fair Value Disclosure $ 67
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 | 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 4.70%
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 8.10%
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 $ 9
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 6.40%
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 8.90%
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 (8.00%)