XML 93 R79.htm IDEA: XBRL DOCUMENT v3.21.2
Derivative Financial Instruments - Offsetting of Derivative Assets - Derivative Liabilities, Financial Liabilities, and Collateral Held by Counterparty (Details) - USD ($)
$ in Thousands
Jun. 30, 2021
Dec. 31, 2020
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet $ 8,306,161 $ 9,706,633
Financial instruments (8,262,251) (9,663,995)
Net amount of liabilities in the consolidated balance sheet 43,910 42,638
Credit Suisse First Boston Mortgage Capital LLC    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 2,214,762 2,752,279
Financial instruments (2,214,762) (2,752,279)
JP Morgan    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 1,873,730 3,947,752
Financial instruments (1,866,023) (3,943,149)
Net amount of liabilities in the consolidated balance sheet 7,707 4,603
Bank of America, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 1,053,871 634,523
Financial instruments (1,053,871) (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 348,272 596,729
Financial instruments (348,272) (596,729)
Citibank, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 204,515 505,625
Financial instruments (193,628) (505,625)
Net amount of liabilities in the consolidated balance sheet 10,887  
Royal Bank of Canada    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 728,898 406,348
Financial instruments (728,898) (406,348)
BNP Paribas    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 372,377 337,823
Financial instruments (372,377) (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 353,729 331,546
Financial instruments (353,729) (331,546)
Wells Fargo Bank, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 349,852 169,085
Financial instruments (342,509) (165,224)
Net amount of liabilities in the consolidated balance sheet 7,343 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 14,225 6,491
Net amount of liabilities in the consolidated balance sheet 14,225 6,491
Goldman Sachs    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 788,182  
Financial instruments (788,182)  
Other    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 3,230 2,569
Net amount of liabilities in the consolidated balance sheet 3,230 2,569
Interest rate lock commitments    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 518 2,935
Net amount of liabilities in the consolidated balance sheet $ 518 $ 2,935