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Derivative Financial Instruments - Offsetting of Derivative Assets - Derivative Liabilities, Financial Liabilities, and Collateral Held by Counterparty (Details) - USD ($)
$ in Thousands
Sep. 30, 2020
Dec. 31, 2019
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet $ 7,291,583 $ 4,164,010
Financial instruments (7,267,046) (4,141,680)
Net amount of liabilities in the consolidated balance sheet 24,537 22,330
Credit Suisse First Boston Mortgage Capital LLC    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 3,613,132 1,235,430
Financial instruments (3,607,746) (1,235,430)
Net amount of liabilities in the consolidated balance sheet 5,386  
Barclays    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 1,648  
Net amount of liabilities in the consolidated balance sheet 1,648  
Bank of America, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 767,391 379,400
Financial instruments (767,391) (374,190)
Net amount of liabilities in the consolidated balance sheet   5,210
JP Morgan    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 741,341 936,172
Financial instruments (741,341) (936,172)
Morgan Stanley Bank    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 784,434 582,941
Financial instruments (784,434) (582,941)
BNP Paribas    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 370,013 183,880
Financial instruments (370,013) (183,880)
Royal Bank of Canada    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 363,193 175,897
Financial instruments (363,193) (175,897)
Citibank, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 637,347 655,831
Financial instruments (632,928) (653,170)
Net amount of liabilities in the consolidated balance sheet 4,419 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 2,366  
Net amount of liabilities in the consolidated balance sheet 2,366  
Federal National Mortgage Association    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 5,755  
Net amount of liabilities in the consolidated balance sheet 5,755  
Other    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 2,257 1,386
Net amount of liabilities in the consolidated balance sheet 2,257 1,386
Interest rate lock commitments    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 2,706 1,861
Net amount of liabilities in the consolidated balance sheet $ 2,706 $ 1,861