XML 70 R55.htm IDEA: XBRL DOCUMENT v3.22.0.1
Derivatives and Hedging Activities - Outstanding Interest Rate Swaptions and Derivative Instrument Information (Detail)
$ in Thousands
12 Months Ended
Dec. 31, 2021
USD ($)
Changes in notional amount of derivative instruments [Roll Forward]  
Notional Amount as of December 31, 2020 $ 8,033,084
Additions 5,215,279
Settlement, Termination, Expiration or Exercise (3,584,767)
Notional Amount as of December 31, 2021 9,663,596
Transitioned From LIBOR to SOFR  
Changes in notional amount of derivative instruments [Roll Forward]  
Additions 7,300,000
Settlement, Termination, Expiration or Exercise (7,300,000)
Interest Rate Swaps  
Changes in notional amount of derivative instruments [Roll Forward]  
Notional Amount as of December 31, 2020 6,300,000
Additions 4,250,000
Settlement, Termination, Expiration or Exercise (2,500,000)
Notional Amount as of December 31, 2021 8,050,000
Interest Rate Swaptions  
Changes in notional amount of derivative instruments [Roll Forward]  
Notional Amount as of December 31, 2020 0
Additions 1,000,000
Settlement, Termination, Expiration or Exercise (1,000,000)
Notional Amount as of December 31, 2021 0
Currency Forward Contracts  
Changes in notional amount of derivative instruments [Roll Forward]  
Notional Amount as of December 31, 2020 33,084
Additions 65,279
Settlement, Termination, Expiration or Exercise (84,767)
Notional Amount as of December 31, 2021 13,596
TBA Purchase Contracts  
Changes in notional amount of derivative instruments [Roll Forward]  
Notional Amount as of December 31, 2020 1,700,000
Additions 23,125,000
Settlement, Termination, Expiration or Exercise (23,225,000)
Notional Amount as of December 31, 2021 1,600,000
TBA Sale Contracts  
Changes in notional amount of derivative instruments [Roll Forward]  
Notional Amount as of December 31, 2020 0
Additions (23,225,000)
Settlement, Termination, Expiration or Exercise 23,225,000
Notional Amount as of December 31, 2021 0
Interest Rate Swap, Forward Start Dates | 1-Month LIBOR  
Changes in notional amount of derivative instruments [Roll Forward]  
Notional Amount as of December 31, 2021 $ 1,300,000