XML 108 R89.htm IDEA: XBRL DOCUMENT v3.24.0.1
Derivative Activities - Offsetting of Derivative Assets - Derivative Liabilities, Financial Liabilities, and Collateral Held by Counterparty (Details) - USD ($)
$ in Thousands
Dec. 31, 2023
Dec. 31, 2022
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet $ 3,822,724 $ 3,026,402
Financial instruments (3,769,449) (3,004,690)
Net amount of liabilities in the consolidated balance sheet 53,275 21,712
Atlas Securitized Products, L.P.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 1,210,473  
Financial instruments (1,210,473)  
Credit Suisse First Boston Mortgage Capital LLC    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet   970,725
Financial instruments   (968,804)
Net amount of liabilities in the consolidated balance sheet   1,921
JP Morgan    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 243,225 211,713
Financial instruments (243,225) (211,713)
Bank of America, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 875,766 567,745
Financial instruments (872,148) (567,745)
Net amount of liabilities in the consolidated balance sheet 3,618  
Barclays    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 128,488 80,276
Financial instruments (118,667) (79,295)
Net amount of liabilities in the consolidated balance sheet 9,821 981
Citibank, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 174,221 94,211
Financial instruments (174,221) (94,211)
Royal Bank of Canada    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 457,743 381,893
Financial instruments (457,743) (381,893)
BNP Paribas    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 185,425 300,280
Financial instruments (185,425) (300,280)
Morgan Stanley Bank, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 195,714 114,277
Financial instruments (164,149) (114,277)
Net amount of liabilities in the consolidated balance sheet 31,565  
Wells Fargo Bank, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 116,275 228,181
Financial instruments (114,647) (221,986)
Net amount of liabilities in the consolidated balance sheet 1,628 6,195
Federal National Mortgage Association    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 1,337 211
Net amount of liabilities in the consolidated balance sheet 1,337 211
Goldman Sachs    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 178,751 64,486
Financial instruments (178,751) (64,486)
Nomura    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 50,000  
Financial instruments (50,000)  
Athene Annuity & Life Assurance Company    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 2,111  
Net amount of liabilities in the consolidated balance sheet 2,111  
Other    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 2,475 1,520
Net amount of liabilities in the consolidated balance sheet 2,475 1,520
Interest rate lock commitments    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 720 10,884
Net amount of liabilities in the consolidated balance sheet $ 720 $ 10,884