v3.26.1
Derivative Financial Instruments - Offsetting of Derivative Assets - Derivative Liabilities, Financial Liabilities, and Collateral Held by Counterparty (Details) - USD ($)
$ in Thousands
Mar. 31, 2026
Dec. 31, 2025
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet $ 10,250,733 $ 8,810,774
Financial instruments (10,183,904) (8,801,215)
Net amount of liabilities in the consolidated balance sheet 66,829 9,559
Atlas Securitized Products, L.P.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 2,454,287 3,151,222
Financial instruments (2,454,287) (3,151,222)
Bank of America, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 2,066,088 1,121,585
Financial instruments (2,066,088) (1,120,457)
Net amount of liabilities in the consolidated balance sheet   1,128
Royal Bank of Canada    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 860,139 534,163
Financial instruments (860,139) (534,163)
JPMorgan Chase Bank, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 806,606 767,903
Financial instruments (806,048) (767,903)
Net amount of liabilities in the consolidated balance sheet 558  
Morgan Stanley Bank, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 556,464 407,678
Financial instruments (556,464) (407,678)
Nomura Corporate Funding Americas    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 556,423 596,608
Financial instruments (555,870) (596,608)
Net amount of liabilities in the consolidated balance sheet 553  
Wells Fargo Bank, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 553,223 650,094
Financial instruments (551,651) (650,094)
Net amount of liabilities in the consolidated balance sheet 1,572  
BNP Paribas    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 544,439 342,500
Financial instruments (543,094) (342,500)
Net amount of liabilities in the consolidated balance sheet 1,345  
Goldman Sachs    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 499,713 168,428
Financial instruments (499,713) (168,428)
Barclays Capital    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 446,599 229,055
Financial instruments (437,561) (229,055)
Net amount of liabilities in the consolidated balance sheet 9,038  
Mizuho Bank, Ltd.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 405,972 149,588
Financial instruments (397,464) (149,588)
Net amount of liabilities in the consolidated balance sheet 8,508  
Citibank, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 233,606 444,851
Financial instruments (233,606) (444,851)
Santander US Capital Markets LLC    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 221,919 238,668
Financial instruments (221,919) (238,668)
Others    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 9,887 4,171
Net amount of liabilities in the consolidated balance sheet 9,887 4,171
PennyMac Mortgage Investment Trust    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 3,823 6,247
Net amount of liabilities in the consolidated balance sheet 3,823 6,247
Interest rate lock commitments    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 35,368 4,260
Net amount of liabilities in the consolidated balance sheet $ 35,368 $ 4,260