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Derivative Financial Instruments (Tables) | 3 Months Ended
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Mar. 31, 2024
Derivative Instruments and Hedging Activities Disclosure [Abstract] |
Schedule of derivative instruments | The following tables provide the outstanding notional balances, fair values of outstanding positions and recorded gains/(losses) for the derivative financial instruments. Gains/(losses) include both realized and unrealized gains/(losses) of each derivative financial instrument.
|  |  | March 31, 2024 |  | Three Months Ended March 31, 2024
Derivative Financial Instruments | Expiration Dates |  | Outstanding Notional |  | Fair Value |  | Gain/(Loss)
Assets |  |  |  |  |  |  |
Mortgage loans held for sale |  |  |  |  |  |  |
Loan sale commitments | 2024 |  | $ | 399 |  |  | $ | 15 |  |  | $ | 4 |
Derivative financial instruments |  |  |  |  |  |  |
IRLCs | 2024 |  | $ | 765 |  |  | $ | 27 |  |  | $ | 6 |
LPCs | 2024 |  | 244 |  |  | 1 |  |  | (1) |
Forward MBS trades | 2024 |  | 1,801 |  |  | 9 |  |  | (2) |
Treasury futures | 2024 |  | 2,969 |  |  | 18 |  |  | (95) |
Total derivative financial instruments - assets |  |  | $ | 5,779 |  |  | $ | 55 |  |  | $ | (92) |
Liabilities |  |  |  |  |  |  |
Derivative financial instruments |  |  |  |  |  |  |
IRLCs | 2024 |  | $ | 2 |  |  | $ | — |  |  | $ | — |
LPCs | 2024 |  | 91 |  |  | — |  |  | — |
Forward MBS trades | 2024 |  | 3,930 |  |  | 10 |  |  | (28) |
Treasury futures | 2024 |  | 343 |  |  | 1 |  |  | — |
Total derivative financial instruments - liabilities |  |  | $ | 4,366 |  |  | $ | 11 |  |  | $ | (28) |
|  |  | March 31, 2023 |  | Three Months Ended March 31, 2023
Derivative Financial Instruments | Expiration Dates |  | Outstanding Notional |  | Fair Value |  | Gain/(Loss)
Assets |  |  |  |  |  |  |
Mortgage loans held for sale |  |  |  |  |  |  |
Loan sale commitments | 2023 |  | $ | 399 |  |  | $ | 12 |  |  | $ | 2 |
Derivative financial instruments |  |  |  |  |  |  |
IRLCs | 2023 |  | $ | 940 |  |  | $ | 33 |  |  | $ | 11 |
LPCs | 2023 |  | 484 |  |  | 3 |  |  | 2 |
Forward MBS trades | 2023 |  | 1,056 |  |  | 18 |  |  | 35 |
Treasury futures | 2023 |  | 2,445 |  |  | 71 |  |  | 71 |
Total derivative financial instruments - assets |  |  | $ | 4,925 |  |  | $ | 125 |  |  | $ | 119 |
Liabilities |  |  |  |  |  |  |
Derivative financial instruments |  |  |  |  |  |  |
IRLCs | 2023 |  | $ | 25 |  |  | $ | — |  |  | $ | — |
LPCs | 2023 |  | 85 |  |  | — |  |  | 1 |
Forward MBS trades | 2023 |  | 1,439 |  |  | 10 |  |  | (47) |
Treasury futures | 2023 |  | 193 |  |  | 1 |  |  | (23) |
Total derivative financial instruments - liabilities |  |  | $ | 1,742 |  |  | $ | 11 |  |  | $ | (69) |

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- Definition Tabular disclosure of the location and fair value amounts of derivative instruments (and nonderivative instruments that are designated and qualify as hedging instruments) reported in the statement of financial position. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-4B + Details
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