Annual report pursuant to Section 13 and 15(d)

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

v3.22.0.1
Derivative and Risk Management Activities - Summary of Derivative Instruments (Detail) - USD ($)
$ in Thousands
 12 Months Ended
Dec. 31, 2021
Dec. 31, 2020
Derivative assets    
Derivative assets, Fair value $ 48,870 $ 92,065
Derivative assets, Notional amount 15,020,538 4,683,491
Derivative assets, Unrealized gains (losses) (43,196) 76,512
Derivative liabilities    
Derivative liabilities, Fair value 26,678 20,722
Derivative liabilities, Notional amount 13,708,100 4,334,744
Derivative liabilities, Unrealized gains (losses) (5,956) (18,384)
IRLCs    
Derivative assets    
Derivative assets, Fair value 23,222 87,576
Derivative assets, Notional amount 2,047,938 2,897,479
Derivative assets, Unrealized gains (losses) (64,354) 73,568
Derivative liabilities    
Derivative liabilities, Fair value 0 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 1,763 1,806
Derivative assets, Notional amount 6,171,300 399,612
Derivative assets, Unrealized gains (losses) (43) 968
Derivative liabilities    
Derivative liabilities, Fair value 186 1,332
Derivative liabilities, Notional amount 6,113,000 389,422
Derivative liabilities, Unrealized gains (losses) 1,146 (1,248)
Interest rate swaps and futures contracts [Member]    
Derivative assets    
Derivative assets, Fair value 22,650 2,683
Derivative assets, Notional amount 6,143,300 1,386,400
Derivative assets, Unrealized gains (losses) 19,966 2,324
Derivative liabilities    
Derivative liabilities, Fair value 24,848 755
Derivative liabilities, Notional amount 6,094,100 744,500
Derivative liabilities, Unrealized gains (losses) (24,093) (617)
Forward MBS [Member]    
Derivative assets    
Derivative assets, Fair value 1,235  
Derivative assets, Notional amount 658,000  
Derivative assets, Unrealized gains (losses) 1,235 (348)
Derivative liabilities    
Derivative liabilities, Fair value 1,644 18,635
Derivative liabilities, Notional amount 1,501,000 3,187,000
Derivative liabilities, Unrealized gains (losses) $ 16,991 $ (16,587)