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
 9 Months Ended 12 Months Ended
Sep. 30, 2021
Dec. 31, 2020
Derivative assets    
Derivative assets, Fair value $ 54,993 $ 92,065
Derivative assets, Notional amount 9,388,981 4,683,491
Derivative assets, Unrealized gains (losses) (37,071) 76,512
Derivative liabilities    
Derivative liabilities, Fair value 11,783 20,722
Derivative liabilities, Notional amount 4,447,200 4,334,744
Derivative liabilities, Unrealized gains (losses) 8,939 (18,384)
Interest rate lock commitments [Member]    
Derivative assets    
Derivative assets, Fair value 29,175 87,576
Derivative assets, Notional amount 2,865,203 2,897,479
Derivative assets, Unrealized gains (losses) (58,401) 73,568
Derivative liabilities    
Derivative liabilities, Fair value 0  
Derivative liabilities, Notional amount 0 13,822
Derivative liabilities, Unrealized gains (losses) 0 68
Forward commitments, TBAs securities, and treasury futures [Member]    
Derivative assets    
Derivative assets, Fair value 974 1,806
Derivative assets, Notional amount 2,872,378 399,612
Derivative assets, Unrealized gains (losses) (832) 968
Derivative liabilities    
Derivative liabilities, Fair value 105 1,332
Derivative liabilities, Notional amount 2,880,000 389,422
Derivative liabilities, Unrealized gains (losses) 1,227 (1,248)
Interest rate swaps and futures contracts [Member]    
Derivative assets    
Derivative assets, Fair value 12,607 2,683
Derivative assets, Notional amount 1,260,400 1,386,400
Derivative assets, Unrealized gains (losses) 9,924 2,324
Derivative liabilities    
Derivative liabilities, Fair value 10,617 755
Derivative liabilities, Notional amount 1,108,700 744,500
Derivative liabilities, Unrealized gains (losses) (9,862) (617)
Forward MBS [Member]    
Derivative assets    
Derivative assets, Fair value 12,237  
Derivative assets, Notional amount 2,391,000  
Derivative assets, Unrealized gains (losses) 12,238 (348)
Derivative liabilities    
Derivative liabilities, Fair value 1,061 18,635
Derivative liabilities, Notional amount 458,500 3,187,000
Derivative liabilities, Unrealized gains (losses) $ 17,574 $ (16,587)