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 9 Months Ended
Sep. 30, 2021
Mar. 31, 2021
Sep. 30, 2020
Sep. 30, 2021
Sep. 30, 2020
Summary of the components of net fair value gains on mortgage loans and related obligations [Line Items]          
Interest income on mortgage loans $ 160,683 $ 160,568 $ 150,276 $ 334,623 $ 492,066
Change in fair value of mortgage loans (119,690) (51,346) 160,480 (34,707) 302,541
Change in fair value of mortgage backed securities     1,621   2,438
Net fair value gains on mortgage loans 40,993 109,222 312,377 299,916 797,045
Interest expense on related obligations (107,593) (119,201) (121,777) (221,067) (383,622)
Change in fair value of derivatives 6,841 43,972 149 (39,637) (5,594)
Change in fair value of related obligations 182,268 42,670 (94,794) 214,448 (186,191)
Net fair value gains (losses) on related obligations 81,516 (32,559) (216,422) (46,256) (575,407)
Net fair value gains on mortgage loans and related obligations $ 122,509 $ 76,663 $ 95,955 $ 253,660 $ 221,638