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Derivative Financial Instruments - Offsetting of Derivative Assets - Derivative Liabilities, Financial Liabilities, and Collateral Held by Counterparty (Details) - USD ($)
$ in Thousands
Mar. 31, 2020
Dec. 31, 2019
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet $ 4,489,947 $ 4,164,010
Financial instruments (4,446,795) (4,141,680)
Net amount of liabilities in the consolidated balance sheet 43,152 22,330
Credit Suisse First Boston Mortgage Capital LLC    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 1,552,669 1,235,430
Financial instruments (1,533,516) (1,235,430)
Net amount of liabilities in the consolidated balance sheet 19,153  
Bank of America, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 654,788 379,400
Financial instruments (643,834) (374,190)
Net amount of liabilities in the consolidated balance sheet 10,954 5,210
JP Morgan    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 870,965 936,172
Financial instruments (870,965) (936,172)
Morgan Stanley Bank    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 296,497 582,941
Financial instruments (293,813) (582,941)
Net amount of liabilities in the consolidated balance sheet 2,684  
BNP Paribas    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 196,791 183,880
Financial instruments (196,433) (183,880)
Net amount of liabilities in the consolidated balance sheet 358  
Royal Bank of Canada    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 250,919 175,897
Financial instruments (250,919) (175,897)
Citibank, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 657,315 655,831
Financial instruments (657,315) (653,170)
Net amount of liabilities in the consolidated balance sheet   2,661
Wells Fargo Bank, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet   11,212
Net amount of liabilities in the consolidated balance sheet   11,212
Mizuho Securities    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 1,396  
Net amount of liabilities in the consolidated balance sheet 1,396  
Federal National Mortgage Association    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 5,674  
Net amount of liabilities in the consolidated balance sheet 5,674  
Other    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 506 1,386
Net amount of liabilities in the consolidated balance sheet 506 1,386
Interest rate lock commitments    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 2,427 1,861
Net amount of liabilities in the consolidated balance sheet $ 2,427 $ 1,861