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Amount of borrowings as of the balance sheet date from the Federal Home Loan Bank, which are primarily used to cover shortages in the required reserve balance and liquidity shortages.

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Fair value of all liability derivatives designated as cash flow hedging instruments.

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The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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Amount of gain (loss) from excluded component of derivative hedge, recognized in earnings. Excludes recognition under systematic and rational method.

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Fixed interest rate related to the interest rate derivative.

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Amount of increase (decrease) in the fair value of derivatives recognized in the income statement.

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Amount of increase in the fair value of derivatives recognized in the income statement.

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Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and not elected to be offset.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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Amount of decrease in the fair value of derivatives recognized in the income statement.

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Nominal or face amount used to calculate payment on derivative.

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Variable interest rate in effect as of the balance sheet date related to the interest rate derivative.

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Fair value as of the balance sheet date of interest rate derivative assets, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized as assets.

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Fair value as of the balance sheet date of interest rate derivative liabilities, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized as liabilities.

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Fair value as of the balance sheet date of interest rate derivative assets, net of interest rate derivative liabilities, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized on the balance sheet.

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Fair value of financial and nonfinancial obligations.

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Amount, after tax and before reclassification, of gain (loss) from derivative instrument designated and qualifying as cash flow hedge included in assessment of hedge effectiveness.

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The net change in the difference between the fair value and the carrying value, or in the comparative fair values, of open derivatives, commodity, or energy contracts, held at each balance sheet date, that was included in earnings for the period.

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Derivative Financial Instruments (Details) - USD ($)	3 Months Ended		6 Months Ended
Derivative Financial Instruments (Details) - USD ($)	Jun. 30, 2020	Jun. 30, 2019	Jun. 30, 2020	Jun. 30, 2019	Jun. 03, 2024	Mar. 29, 2024	Mar. 23, 2023	Dec. 31, 2019	Mar. 31, 2019
Derivative Financial Instruments
Notional Amount	$ 17,684,752,000	$ 1,802,159,000	$ 17,684,752,000	$ 1,802,159,000
Estimated Fair Value Gain			978,257,000	17,587,000
Estimated Fair Value Loss			1,017,933,000	30,286,000
After-tax unrealized gain on cash flow hedge in other comprehensive income	1,900,000	9,100,000	24,700,000	11,100,000
Ineffectiveness in the cash flow hedge	0	0	0	0
Gain or loss recorded	0	0	0	0
Interest Rate Derivative Assets, at Fair Value	966,000,000.0	14,600,000	966,000,000.0	14,600,000
Interest Rate Derivative Liabilities, at Fair Value	970,000,000.0	15,800,000	970,000,000.0	15,800,000
Interest Rate Derivatives, at Fair Value, Net	4,000,000.0	1,200,000	4,000,000.0	1,200,000
Estimated gain (loss) on fair value of open contracts related to mortgage servicing rights			603,000	1,800,000
Obligation under forward commitments, the fair value of those obligations along with the fair value of derivative instruments associated with forward commitments
Fair value of forward commitments	(1,017,933,000)	(30,286,000)	(1,017,933,000)	(30,286,000)				$ (30,485,000)
Other Liabilities
Derivative Financial Instruments
Cash flow hedge liability	45,400,000	14,300,000	45,400,000	14,300,000
FHLB Advances
Derivative Financial Instruments
Collateral provided	54,600,000		54,600,000
Mortgage loan pipeline
Obligation under forward commitments, the fair value of those obligations along with the fair value of derivative instruments associated with forward commitments
Obligation	656,771,000	117,144,000	656,771,000	117,144,000				80,785,000
Expected closures
Obligation under forward commitments, the fair value of those obligations along with the fair value of derivative instruments associated with forward commitments
Obligation	531,899,000	87,858,000	531,899,000	87,858,000				60,588,000
Cash flow hedge \| Borrower
Derivative Financial Instruments
Collateral provided	818,600,000		818,600,000
Cash flow hedge \| FHLB Advances - One
Derivative Financial Instruments
Notional Amount	350,000,000		350,000,000				$ 350,000,000
Outstanding advances									$ 350,000,000
Cash flow hedge \| FHLB Advances - Two
Derivative Financial Instruments
Notional Amount	150,000,000		150,000,000			$ 150,000,000
Outstanding advances									150,000,000
Cash flow hedge \| FHLB Advances - Three
Derivative Financial Instruments
Notional Amount	200,000,000	200,000,000	200,000,000	200,000,000	$ 200,000,000
Interest rate contracts
Derivative Financial Instruments
Notional Amount	15,700,000	865,900,000	15,700,000	865,900,000
Mortgage servicing rights hedging \| Non-designated hedges
Derivative Financial Instruments
Notional Amount	154,500,000	139,500,000	154,500,000	139,500,000
Mortgage servicing rights hedging \| Non-designated hedges \| Other Liabilities
Derivative Financial Instruments
Notional Amount	154,500,000	139,500,000	154,500,000	139,500,000
Estimated Fair Value Gain			603,000	1,834,000
Mortgage loan pipeline commitments
Obligation under forward commitments, the fair value of those obligations along with the fair value of derivative instruments associated with forward commitments
Obligation	11,620,000	1,192,000	11,620,000	1,192,000				1,160,000
Forward commitments
Obligation under forward commitments, the fair value of those obligations along with the fair value of derivative instruments associated with forward commitments
Obligation	1,083,427,000	93,949,000	1,083,427,000	93,949,000				87,773,000
Fair value of forward commitments	5,741,000	686,000	5,741,000	686,000				$ 258,000
Forward commitments \| Non-designated hedges \| Other Assets
Derivative Financial Instruments
Notional Amount	1,083,427,000	93,949,000	1,083,427,000	93,949,000
Estimated Fair Value Gain			11,620,000	1,192,000
Customer swaps \| Cash flow hedge \| Investment securities - available for sale
Derivative Financial Instruments
Collateral provided	430,200,000		430,200,000
Interest rate swap \| Cash flow hedge \| FHLB Advances \| Other Liabilities \| Counterparty
Derivative Financial Instruments
Notional Amount	$ 700,000,000	700,000,000	700,000,000	700,000,000
Estimated Fair Value Loss			$ 45,420,000	14,334,000
Interest rate swap \| Cash flow hedge \| FHLB Advances - One
Derivative Financial Instruments
Notional Amount									350,000,000
Fixed rate payable on notional amount (as a percent)	2.44%		2.44%
Interest rate swap \| Cash flow hedge \| FHLB Advances - Two
Derivative Financial Instruments
Notional Amount									$ 150,000,000
Fixed rate payable on notional amount (as a percent)	2.21%		2.21%
Interest rate swap \| Cash flow hedge \| FHLB Advances - Three
Derivative Financial Instruments
Notional Amount		200,000,000		200,000,000
Fixed rate payable on notional amount (as a percent)	1.89%		1.89%
Interest rate swap \| Cash flow hedge \| LIBOR \| FHLB Advances - One
Derivative Financial Instruments
Variable rate (as a percent)	0.31%		0.31%
Interest rate swap \| Cash flow hedge \| LIBOR \| FHLB Advances - Two
Derivative Financial Instruments
Variable rate (as a percent)	0.31%		0.31%
Interest rate swap \| Cash flow hedge \| LIBOR \| FHLB Advances - Three
Derivative Financial Instruments
Variable rate (as a percent)	0.34%		0.34%
Interest rate swap \| Fair Value Hedging \| Counterparty
Derivative Financial Instruments
Notional Amount	$ 21,000,000.0		$ 21,000,000.0
Interest rate swap \| Fair Value Hedging \| Other Assets and Other Liabilities \| Counterparty
Derivative Financial Instruments
Notional Amount	20,977,000	2,784,000	20,977,000	2,784,000
Estimated Fair Value Loss			2,497,000	197,000
Interest rate swap \| Non-designated hedges \| Other Assets and Other Liabilities \| Borrower
Derivative Financial Instruments
Notional Amount	7,862,924,000	432,963,000	7,862,924,000	432,963,000
Estimated Fair Value Gain			966,011,000	14,561,000
Estimated Fair Value Loss			31,000	478,000
Interest rate swap \| Non-designated hedges \| Other Assets and Other Liabilities \| Counterparty
Derivative Financial Instruments
Notional Amount	$ 7,862,924,000	$ 432,963,000	7,862,924,000	432,963,000
Estimated Fair Value Gain			23,000
Estimated Fair Value Loss			$ 969,985,000	$ 15,277,000