Quarterly report pursuant to Section 13 or 15(d)

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

v3.21.2
Derivative and Risk Management Activities - Summary of Derivative Instruments (Detail) - USD ($)
$ in Thousands
 6 Months Ended 12 Months Ended
Jun. 30, 2021
Dec. 31, 2020
Derivative assets    
Derivative assets, Fair value $ 61,811 $ 92,065
Derivative assets, Notional amount 8,854,035 4,683,491
Derivative assets, Unrealized gains (losses) (30,254) 76,512
Derivative liabilities    
Derivative liabilities, Fair value 19,329 20,722
Derivative liabilities, Notional amount 4,025,593 4,334,744
Derivative liabilities, Unrealized gains (losses) 1,393 (18,384)
Interest rate lock commitments [Member]    
Derivative assets    
Derivative assets, Fair value 34,647 87,576
Derivative assets, Notional amount 2,539,030 2,897,479
Derivative assets, Unrealized gains (losses) (52,929) 73,568
Derivative liabilities    
Derivative liabilities, Notional amount   13,822
Derivative liabilities, Unrealized gains (losses)   68
Forward commitments, TBAs securities, and treasury futures [Member]    
Derivative assets    
Derivative assets, Fair value 1,187 1,806
Derivative assets, Notional amount 895,807 399,612
Derivative assets, Unrealized gains (losses) (619) 968
Derivative liabilities    
Derivative liabilities, Fair value 1,176 1,332
Derivative liabilities, Notional amount 954,493 389,422
Derivative liabilities, Unrealized gains (losses) 156 (1,248)
Interest rate swaps and futures contracts [Member]    
Derivative assets    
Derivative assets, Fair value 24,981 2,683
Derivative assets, Notional amount 4,616,698 1,386,400
Derivative assets, Unrealized gains (losses) 22,298 2,324
Derivative liabilities    
Derivative liabilities, Fair value 13,789 755
Derivative liabilities, Notional amount 1,082,600 744,500
Derivative liabilities, Unrealized gains (losses) (13,034) (617)
Forward MBS [Member]    
Derivative assets    
Derivative assets, Fair value 996  
Derivative assets, Notional amount 802,500  
Derivative assets, Unrealized gains (losses) 996 (348)
Derivative liabilities    
Derivative liabilities, Fair value 4,364 18,635
Derivative liabilities, Notional amount 1,988,500 3,187,000
Derivative liabilities, Unrealized gains (losses) $ 14,271 $ (16,587)