XML 113 R101.htm IDEA: XBRL DOCUMENT v3.21.2
Derivative Financial Instruments and Hedging Activities - Summary of Derivatives (Details) - USD ($)
$ in Thousands
9 Months Ended
Sep. 30, 2021
Sep. 30, 2020
Dec. 31, 2020
Derivative Notional Balance      
Notional balance $ 2,597,937   $ 1,254,905
Fair value of derivative assets (liabilities) at:      
Derivatives, at fair value 20,329   23,246
Derivative liability, notional amount 2,462,500   420,000
Derivative liability, fair value (20,518)   (4,638)
Gains (losses) on derivatives (11,362) $ 46,871  
Forward loans IRLCs      
Derivative Notional Balance      
Notional balance 1,222,451   619,713
Fair value of derivative assets (liabilities) at:      
Derivatives, at fair value 13,407   22,224
Gains (losses) on derivatives (8,817) 16,860  
Reverse loans IRLCs      
Derivative Notional Balance      
Notional balance 80,486   11,692
Fair value of derivative assets (liabilities) at:      
Derivatives, at fair value 623   482
Gains (losses) on derivatives 141 940  
TBA Forward Pipelines Trades      
Derivative Notional Balance      
Notional balance 1,210,000   0
Fair value of derivative assets (liabilities) at:      
Derivatives, at fair value 5,538   0
Derivative liability, notional amount 245,000   0
Derivative liability, fair value (276)    
Gains (losses) on derivatives 592 0  
Interest Rate Swap      
Derivative Notional Balance      
Notional balance 0   593,500
Fair value of derivative assets (liabilities) at:      
Derivatives, at fair value 0   504
Derivative liability, notional amount 952,500   0
Derivative liability, fair value (8,236)   0
Gains (losses) on derivatives 0 (9,564)  
Interest Rate Swap Futures And TBA Forward MBS Trades      
Fair value of derivative assets (liabilities) at:      
Gains (losses) on derivatives (3,310) 39,258  
Forward Sales Of Reverse Loans      
Derivative Notional Balance      
Notional balance 85,000   30,000
Fair value of derivative assets (liabilities) at:      
Derivatives, at fair value 762   34
Derivative liability, notional amount 55,000   20,000
Derivative liability, fair value (341)   (84)
Gains (losses) on derivatives 471 (62)  
TBA forward MBS trades      
Fair value of derivative assets (liabilities) at:      
Derivative liability, notional amount 1,210,000   400,000
Derivative liability, fair value (11,227)   (4,554)
Other      
Derivative Notional Balance      
Notional balance 0   0
Fair value of derivative assets (liabilities) at:      
Derivatives, at fair value 0   2
Derivative liability, notional amount 0   0
Derivative liability, fair value (438)   $ 0
Gains (losses) on derivatives $ (439) $ (561)