XML 58 R44.htm IDEA: XBRL DOCUMENT v3.21.2
FAIR VALUE - Financial Statement Items on Recurring Basis by Fair Value Hierarchy (Details) - USD ($)
$ in Thousands
Sep. 30, 2021
Dec. 31, 2020
Sep. 30, 2020
Assets      
Loans held for sale $ 8,873,736 $ 6,955,424  
Trading securities 56,412 0  
Derivative assets 341,359 647,939  
Servicing rights 1,841,512 1,127,866  
Liabilities      
Derivative liabilities 48,899 168,169  
Servicing rights 4,800   $ 3,500
Interest rate lock commitments      
Assets      
Derivative assets 266,118 647,349  
Liabilities      
Derivative liabilities 6,908 304  
Forward sales contracts      
Assets      
Derivative assets 75,241 107  
Liabilities      
Derivative liabilities 39 163,566  
Interest rate swap futures      
Assets      
Derivative assets 0 483  
Liabilities      
Derivative liabilities 31,063 0  
Put options on treasuries      
Assets      
Derivative assets 0 0  
Liabilities      
Derivative liabilities 10,889 4,299  
Fair Value, Recurring      
Assets      
Loans held for sale 8,873,736 6,955,424  
Trading securities 56,412    
Servicing rights 1,841,512 1,127,866  
Total assets at fair value 11,113,019 8,731,229  
Liabilities      
Servicing rights 4,818 3,564  
Total liabilities at fair value 53,717 171,733  
Fair Value, Recurring | Interest rate lock commitments      
Assets      
Derivative assets 266,118 647,349  
Liabilities      
Derivative liabilities 6,908 304  
Fair Value, Recurring | Forward sales contracts      
Assets      
Derivative assets 75,241 107  
Liabilities      
Derivative liabilities 39 163,566  
Fair Value, Recurring | Interest rate swap futures      
Assets      
Derivative assets   483  
Liabilities      
Derivative liabilities 31,063    
Fair Value, Recurring | Put options on treasuries      
Liabilities      
Derivative liabilities 10,889 4,299  
Fair Value, Recurring | Level 1      
Assets      
Loans held for sale 0 0  
Trading securities 0    
Servicing rights 0 0  
Total assets at fair value 0 483  
Liabilities      
Servicing rights 0 0  
Total liabilities at fair value 41,952 4,299  
Fair Value, Recurring | Level 1 | Interest rate lock commitments      
Assets      
Derivative assets 0 0  
Liabilities      
Derivative liabilities 0 0  
Fair Value, Recurring | Level 1 | Forward sales contracts      
Assets      
Derivative assets 0 0  
Liabilities      
Derivative liabilities 0 0  
Fair Value, Recurring | Level 1 | Interest rate swap futures      
Assets      
Derivative assets   483  
Liabilities      
Derivative liabilities 31,063    
Fair Value, Recurring | Level 1 | Put options on treasuries      
Liabilities      
Derivative liabilities 10,889 4,299  
Fair Value, Recurring | Level 2      
Assets      
Loans held for sale 8,873,736 6,955,424  
Trading securities 56,412    
Servicing rights 0 0  
Total assets at fair value 9,005,389 6,955,531  
Liabilities      
Servicing rights 0 0  
Total liabilities at fair value 39 163,566  
Fair Value, Recurring | Level 2 | Interest rate lock commitments      
Assets      
Derivative assets 0 0  
Liabilities      
Derivative liabilities 0 0  
Fair Value, Recurring | Level 2 | Forward sales contracts      
Assets      
Derivative assets 75,241 107  
Liabilities      
Derivative liabilities 39 163,566  
Fair Value, Recurring | Level 2 | Interest rate swap futures      
Assets      
Derivative assets   0  
Liabilities      
Derivative liabilities 0    
Fair Value, Recurring | Level 2 | Put options on treasuries      
Liabilities      
Derivative liabilities 0 0  
Fair Value, Recurring | Level 3      
Assets      
Loans held for sale 0 0  
Trading securities 0    
Servicing rights 1,841,512 1,127,866  
Total assets at fair value 2,107,630 1,775,215  
Liabilities      
Servicing rights 4,818 3,564  
Total liabilities at fair value 11,726 3,868  
Fair Value, Recurring | Level 3 | Interest rate lock commitments      
Assets      
Derivative assets 266,118 647,349  
Liabilities      
Derivative liabilities 6,908 304  
Fair Value, Recurring | Level 3 | Forward sales contracts      
Assets      
Derivative assets 0 0  
Liabilities      
Derivative liabilities 0 0  
Fair Value, Recurring | Level 3 | Interest rate swap futures      
Assets      
Derivative assets   0  
Liabilities      
Derivative liabilities 0    
Fair Value, Recurring | Level 3 | Put options on treasuries      
Liabilities      
Derivative liabilities $ 0 $ 0