Quarterly report pursuant to Section 13 or 15(d)

Derivative and Risk Management Activities - Summary of Derivative Instruments (Detail)

v3.22.1
Derivative and Risk Management Activities - Summary of Derivative Instruments (Detail) - USD ($)
$ in Thousands
 3 Months Ended 12 Months Ended
Mar. 31, 2022
Dec. 31, 2021
Derivative assets    
Derivative assets, Fair value $ 281,205 $ 48,870
Derivative assets, Notional amount 11,908,054 15,020,538
Derivative assets, Unrealized gains (losses) 232,335 (43,196)
Derivative liabilities    
Derivative liabilities, Fair value 91,364 26,678
Derivative liabilities, Notional amount 5,337,700 13,708,100
Derivative liabilities, Unrealized gains (losses) (64,686) (5,956)
Interest rate lock commitments [Member]    
Derivative assets    
Derivative assets, Fair value 2,736 23,222
Derivative assets, Notional amount 2,182,604 2,047,938
Derivative assets, Unrealized gains (losses) (20,486) (64,354)
Derivative liabilities    
Derivative liabilities, Fair value 0 0
Derivative liabilities, Notional amount 0 0
Derivative liabilities, Unrealized gains (losses) 0 0
Forward commitments, TBAs securities, and treasury futures [Member]    
Derivative assets    
Derivative assets, Fair value 2,172 1,763
Derivative assets, Notional amount 81,737 6,171,300
Derivative assets, Unrealized gains (losses) 408 (43)
Derivative liabilities    
Derivative liabilities, Fair value 57 186
Derivative liabilities, Notional amount 362,000 6,113,000
Derivative liabilities, Unrealized gains (losses) 129 1,146
Interest rate swaps and futures contracts [Member]    
Derivative assets    
Derivative assets, Fair value 241,430 22,650
Derivative assets, Notional amount 7,317,500 6,143,300
Derivative assets, Unrealized gains (losses) 218,781 19,966
Derivative liabilities    
Derivative liabilities, Fair value 90,124 24,848
Derivative liabilities, Notional amount 4,732,700 6,094,100
Derivative liabilities, Unrealized gains (losses) (65,276) (24,093)
Forward MBS [Member]    
Derivative assets    
Derivative assets, Fair value 34,867 1,235
Derivative assets, Notional amount 2,326,213 658,000
Derivative assets, Unrealized gains (losses) 33,632 1,235
Derivative liabilities    
Derivative liabilities, Fair value 1,183 1,644
Derivative liabilities, Notional amount 243,000 1,501,000
Derivative liabilities, Unrealized gains (losses) $ 461 $ 16,991