Quarterly report pursuant to Section 13 or 15(d)

Fair Value - Summary of the components of net fair value gains on mortgage loans and related obligations (Detail)

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Fair Value - Summary of the components of net fair value gains on mortgage loans and related obligations (Detail) - USD ($)
$ in Thousands
 3 Months Ended 6 Months Ended
Jun. 30, 2022
Jun. 30, 2021
Mar. 31, 2021
Jun. 30, 2022
Summary of the components of net fair value gains on mortgage loans and related obligations [Line Items]        
Interest income on mortgage loans $ 189,760 $ 173,940 $ 160,568 $ 353,454
Change in fair value of mortgage loans (469,818) 84,983 (51,346) (977,145)
Net fair value gains (losses) on loans (280,058) 258,923 109,222 (623,691)
Interest expense on related obligations (124,603) (113,474) (119,201) (231,246)
Change in fair value of derivatives 99,928 (46,478) 43,972 265,507
Change in fair value of related obligations 306,346 32,180 42,670 601,478
Net fair value gains (losses) on related obligations 281,671 (127,772) (32,559) 635,739
Net fair value gains (losses) on loans and related obligations $ 1,613 $ 131,151 $ 76,663 $ 12,048