Annual report pursuant to Section 13 and 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 9 Months Ended 12 Months Ended
Mar. 31, 2021
Dec. 31, 2021
Dec. 31, 2020
Dec. 31, 2019
Summary of the components of net fair value gains on mortgage loans and related obligations [Line Items]        
Interest income on mortgage loans $ 160,568 $ 495,163 $ 709,679 $ 749,240
Change in fair value of mortgage loans (51,346) (108,860) 294,238 272,709
Change in fair value of mortgage-backed securities 0 0 2,438 (153)
Net fair value gains on mortgage loans 109,222 386,303 1,006,355 1,021,796
Interest expense on related obligations (119,201) (329,344) (526,690) (527,646)
Change in fair value of derivatives 43,972 (28,233) (12,482) (15,068)
Change in fair value of related obligations 42,670 313,024 (155,485) (149,556)
Net fair value gains (losses) on related obligations (32,559) (44,553) (694,657) (692,270)
Net fair value gains on loans and related obligations $ 76,663 $ 341,750 $ 311,698 $ 329,526