XML 81 R70.htm IDEA: XBRL DOCUMENT v3.22.2.2
Fair Value Disclosures - Unobservable Input Reconciliation (Details) - Level 3 - Recurring - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2022
Sep. 30, 2021
Sep. 30, 2022
Sep. 30, 2021
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning Balance $ 6,477,184 $ 6,901,703 $ 6,358,451 $ 6,973,567
Purchases 1,370,000 0 2,722,750 578,115
Sales 0 0 0 0
Settlements (628,211) (709,176) (1,440,110) (1,264,981)
Allowance for Losses 0 (64) (331) 3
Realized and unrealized losses included in Income (205,206) (31,425) (565,190) (150,303)
Unrealized gains/(losses) included in Other Comprehensive Income (13,979) 2,014 (75,782) 26,651
Ending Balance 6,999,788 6,163,052 6,999,788 6,163,052
Floating rate auction-rate certificates backed by Government guaranteed student loans | Floating Interest Rate        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning Balance 19,061 19,248 19,254 19,171
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements 0 0 0 0
Allowance for Losses 11 6 14 (16)
Realized and unrealized losses included in Income 0 0 0 0
Unrealized gains/(losses) included in Other Comprehensive Income 171 246 (25) 345
Ending Balance 19,243 19,500 19,243 19,500
Available-for-sale securities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning Balance 19,061 19,248 19,254 19,171
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements 0 0 0 0
Allowance for Losses 11 6 14 (16)
Realized and unrealized losses included in Income 0 0 0 0
Unrealized gains/(losses) included in Other Comprehensive Income 171 246 (25) 345
Ending Balance 19,243 19,500 19,243 19,500
Farmer Mac Guaranteed Securities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning Balance 6,450,212 6,877,405 6,328,559 6,947,701
Purchases 1,370,000 0 2,722,750 578,115
Sales 0 0 0 0
Settlements (627,599) (708,882) (1,436,963) (1,263,117)
Allowance for Losses (11) (70) (345) 19
Realized and unrealized losses included in Income (204,450) (31,462) (564,242) (150,265)
Unrealized gains/(losses) included in Other Comprehensive Income (14,150) 1,768 (75,757) 26,306
Ending Balance 6,974,002 6,138,759 6,974,002 6,138,759
Farmer Mac Guaranteed Securities | AgVantage Securities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning Balance 6,440,396 6,877,405 6,316,145 6,947,701
Purchases 1,370,000 0 2,722,750 578,115
Sales 0 0 0 0
Settlements (627,131) (708,882) (1,435,758) (1,263,117)
Allowance for Losses (11) (70) (345) 19
Realized and unrealized losses included in Income (204,450) (31,462) (564,242) (150,265)
Unrealized gains/(losses) included in Other Comprehensive Income (13,043) 1,768 (72,789) 26,306
Ending Balance 6,965,761 6,138,759 6,965,761 6,138,759
Farmer Mac Guaranteed Securities | Farmer Mac Guaranteed USDA Securities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning Balance 9,816   12,414  
Purchases 0   0  
Sales 0   0  
Settlements (468)   (1,205)  
Allowance for Losses 0   0  
Realized and unrealized losses included in Income 0   0  
Unrealized gains/(losses) included in Other Comprehensive Income (1,107)   (2,968)  
Ending Balance 8,241   8,241  
USDA Securities:        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning Balance 2,275 5,050 4,401 6,695
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements (383) (294) (2,475) (1,864)
Allowance for Losses 0 0 0 0
Realized and unrealized losses included in Income (41) 37 (75) (38)
Unrealized gains/(losses) included in Other Comprehensive Income 0 0 0 0
Ending Balance 1,851 $ 4,793 1,851 $ 4,793
Guarantee and commitment obligations:        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning Balance 5,636   6,237  
Purchases 0   0  
Sales 0   0  
Settlements (229)   (672)  
Allowance for Losses 0   0  
Realized and unrealized losses included in Income (715)   (873)  
Unrealized gains/(losses) included in Other Comprehensive Income 0   0  
Ending Balance 4,692   4,692  
Guarantee and commitment obligations: | Guarantee Asset        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning Balance 5,636   6,237  
Purchases 0   0  
Sales 0   0  
Settlements (229)   (672)  
Allowance for Losses 0   0  
Realized and unrealized losses included in Income (715)   (873)  
Unrealized gains/(losses) included in Other Comprehensive Income 0   0  
Ending Balance $ 4,692   $ 4,692