XML 101 R82.htm IDEA: XBRL DOCUMENT v3.24.2
Derivative Financial Instruments - Offsetting of Derivative Assets - Derivative Liabilities, Financial Liabilities, and Collateral Held by Counterparty (Details) - USD ($)
$ in Thousands
Jun. 30, 2024
Dec. 31, 2023
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet $ 6,433,125 $ 3,822,724
Financial instruments (6,414,295) (3,769,449)
Net amount of liabilities in the consolidated balance sheet 18,830 53,275
Bank of America, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 1,361,493 875,766
Financial instruments (1,356,068) (872,148)
Net amount of liabilities in the consolidated balance sheet 5,425 3,618
Atlas Securitized Products, L.P.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 842,936 1,210,473
Financial instruments (842,936) (1,210,473)
JP Morgan    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 637,541 243,225
Financial instruments (637,229) (243,225)
Net amount of liabilities in the consolidated balance sheet 312  
BNP Paribas    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 593,008 185,425
Financial instruments (593,008) (185,425)
Royal Bank of Canada    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 592,365 457,743
Financial instruments (592,365) (457,743)
Morgan Stanley Bank, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 535,921 195,714
Financial instruments (534,357) (164,149)
Net amount of liabilities in the consolidated balance sheet 1,564 31,565
Barclays    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 311,140 128,488
Financial instruments (311,140) (118,667)
Net amount of liabilities in the consolidated balance sheet   9,821
Goldman Sachs    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 273,478 178,751
Financial instruments (273,478) (178,751)
Santander US Capital Markets LLC    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 269,656  
Financial instruments (269,361)  
Net amount of liabilities in the consolidated balance sheet 295  
Citibank, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 242,809 174,221
Financial instruments (237,300) (174,221)
Net amount of liabilities in the consolidated balance sheet 5,509  
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
Federal National Mortgage Association    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 275 1,337
Net amount of liabilities in the consolidated balance sheet 275 1,337
Other    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 1,507 2,475
Net amount of liabilities in the consolidated balance sheet 1,507 2,475
Wells Fargo Bank, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 667,053 116,275
Financial instruments (667,053) (114,647)
Net amount of liabilities in the consolidated balance sheet   1,628
Nomura    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 100,013 50,000
Financial instruments (100,000) (50,000)
Net amount of liabilities in the consolidated balance sheet 13  
Interest rate lock commitments    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 3,930 720
Net amount of liabilities in the consolidated balance sheet $ 3,930 $ 720