XML 94 R79.htm IDEA: XBRL DOCUMENT v3.21.1
Derivative Financial Instruments - Offsetting of Derivative Assets - Derivative Liabilities, Financial Liabilities, and Collateral Held by Counterparty (Details) - USD ($)
$ in Thousands
Mar. 31, 2021
Dec. 31, 2020
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet $ 10,925,234 $ 9,706,633
Financial instruments (10,856,677) (9,663,995)
Net amount of liabilities in the consolidated balance sheet 68,557 42,638
Credit Suisse First Boston Mortgage Capital LLC    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 2,824,198 3,947,752
Financial instruments (2,805,703) (3,943,149)
Net amount of liabilities in the consolidated balance sheet 18,495 4,603
JP Morgan    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 2,841,831 2,752,279
Financial instruments (2,841,831) (2,752,279)
Bank of America, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 1,317,580 634,523
Financial instruments (1,317,580) (626,550)
Net amount of liabilities in the consolidated balance sheet   7,973
Barclays    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 738,528 596,729
Financial instruments (730,340) (596,729)
Net amount of liabilities in the consolidated balance sheet 8,188  
Citibank, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 787,322 505,625
Financial instruments (787,322) (505,625)
Royal Bank of Canada    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 434,487 406,348
Financial instruments (434,487) (406,348)
BNP Paribas    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 308,754 337,823
Financial instruments (308,754) (336,545)
Net amount of liabilities in the consolidated balance sheet   1,278
Morgan Stanley Bank    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 562,172 331,546
Financial instruments (562,172) (331,546)
Wells Fargo Bank, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 173,051 169,085
Financial instruments (173,051) (165,224)
Net amount of liabilities in the consolidated balance sheet   3,861
Federal National Mortgage Association    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet   12,928
Net amount of liabilities in the consolidated balance sheet   12,928
Mizuho Securities    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 8,107 6,491
Net amount of liabilities in the consolidated balance sheet 8,107 6,491
Goldman Sachs    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 895,437  
Financial instruments (895,437)  
Nomura Securities International, Inc.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 2,264  
Net amount of liabilities in the consolidated balance sheet 2,264  
Mitsubishi UFJ Securities    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 3,305  
Net amount of liabilities in the consolidated balance sheet 3,305  
Other    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 3,215 2,569
Net amount of liabilities in the consolidated balance sheet 3,215 2,569
Interest rate lock commitments    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 24,983 2,935
Net amount of liabilities in the consolidated balance sheet $ 24,983 $ 2,935