XML 17 R33.htm IDEA: XBRL DOCUMENT v2.4.0.6
Agency Mortgage-Backed Securities - Portfolio (Detail) (USD $)
In Thousands, unless otherwise specified
Sep. 30, 2012
Dec. 31, 2011
Mortgage-Backed Securities Portfolio:    
Estimated fair value $ 129,597,714 $ 104,251,055 [1]
Agency Mortgage Backed Securities [Member]
   
Mortgage-Backed Securities Portfolio:    
Agency mortgage-backed securities, par value 120,182,551 97,962,882
Unamortized discount (24,558) (23,905)
Unamortized premium 5,477,570 3,360,968
Amortized cost 125,635,563 101,299,945
Gross unrealized gain 4,104,263 3,086,232
Gross unrealized loss (142,112) (135,122)
Estimated fair value 129,597,714 104,251,055
Agency Mortgage Backed Securities [Member] | Adjustable Rate [Member]
   
Mortgage-Backed Securities Portfolio:    
Amortized cost 6,671,582 8,698,746
Gross unrealized gain 289,871 345,642
Gross unrealized loss (4,450) (3,188)
Estimated fair value 6,957,003 9,041,200
Agency Mortgage Backed Securities [Member] | Fixed Rate [Member]
   
Mortgage-Backed Securities Portfolio:    
Amortized cost 118,963,981 92,601,199
Gross unrealized gain 3,814,392 2,740,590
Gross unrealized loss (137,662) (131,934)
Estimated fair value 122,640,711 95,209,855
Agency Mortgage Backed Securities [Member] | Freddie Mac [Member]
   
Mortgage-Backed Securities Portfolio:    
Agency mortgage-backed securities, par value 45,694,153 34,395,542
Unamortized discount (9,552) (9,874)
Unamortized premium 2,009,836 1,139,881
Amortized cost 47,694,437 35,525,549
Gross unrealized gain 1,535,949 973,476
Gross unrealized loss (17,193) (15,243)
Estimated fair value 49,213,193 36,483,782
Agency Mortgage Backed Securities [Member] | Fannie Mae [Member]
   
Mortgage-Backed Securities Portfolio:    
Agency mortgage-backed securities, par value 74,191,691 63,066,372
Unamortized discount (14,615) (13,632)
Unamortized premium 3,443,390 2,205,138
Amortized cost 77,620,466 65,257,878
Gross unrealized gain 2,546,506 2,081,282
Gross unrealized loss (124,164) (118,871)
Estimated fair value 80,042,808 67,220,289
Agency Mortgage Backed Securities [Member] | Ginnie Mae [Member]
   
Mortgage-Backed Securities Portfolio:    
Agency mortgage-backed securities, par value 296,707 500,968
Unamortized discount (391) (399)
Unamortized premium 24,344 15,949
Amortized cost 320,660 516,518
Gross unrealized gain 21,808 31,474
Gross unrealized loss (755) (1,008)
Estimated fair value $ 341,713 $ 546,984
[1] Derived from the audited consolidated financial statements at December 31, 2011.