v3.26.1
Derivative Financial Instruments - Offsetting of Derivative Assets - Derivative Liabilities, Financial Liabilities, and Collateral Held by Counterparty (Details) - USD ($)
$ in Thousands
Jun. 30, 2026
Dec. 31, 2025
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet $ 8,474,627 $ 8,810,774
Financial instruments (8,440,064) (8,801,215)
Net amount of liabilities in the consolidated balance sheet 34,563 9,559
Atlas Securitized Products, L.P.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 1,660,310 3,151,222
Financial instruments (1,660,310) (3,151,222)
Bank of America, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 1,618,294 1,121,585
Financial instruments (1,616,385) (1,120,457)
Net amount of liabilities in the consolidated balance sheet 1,909 1,128
Royal Bank of Canada    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 550,025 534,163
Financial instruments (550,025) (534,163)
JPMorgan Chase Bank, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 572,548 767,903
Financial instruments (572,076) (767,903)
Net amount of liabilities in the consolidated balance sheet 472  
Morgan Stanley Bank, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 449,599 407,678
Financial instruments (437,266) (407,678)
Net amount of liabilities in the consolidated balance sheet 12,333  
Nomura Corporate Funding Americas    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 833,017 596,608
Financial instruments (833,012) (596,608)
Net amount of liabilities in the consolidated balance sheet 5  
Wells Fargo Bank, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 737,949 650,094
Financial instruments (731,513) (650,094)
Net amount of liabilities in the consolidated balance sheet 6,436  
BNP Paribas    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 452,424 342,500
Financial instruments (452,424) (342,500)
Goldman Sachs    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 471,712 168,428
Financial instruments (471,712) (168,428)
Barclays Capital    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 459,332 229,055
Financial instruments (459,332) (229,055)
Mizuho Bank, Ltd.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 238,970 149,588
Financial instruments (238,970) (149,588)
Citibank, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 215,499 444,851
Financial instruments (215,499) (444,851)
Santander US Capital Markets LLC    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 203,060 238,668
Financial instruments (201,540) (238,668)
Net amount of liabilities in the consolidated balance sheet 1,520  
Others    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 8,001 4,171
Net amount of liabilities in the consolidated balance sheet 8,001 4,171
PennyMac Mortgage Investment Trust    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 5,239 6,247
Net amount of liabilities in the consolidated balance sheet 5,239 6,247
Interest rate lock commitments    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 3,887 4,260
Net amount of liabilities in the consolidated balance sheet $ 3,887 $ 4,260