Fair Value Measurements (Detail) (USD $) In Thousands, unless otherwise specified	Sep. 30, 2012	Dec. 31, 2011
Liabilities:
Securities loaned	$ 1,248,968	$ 804,901	[1]
Level 1 [Member]
Assets:
U.S. Treasury Securities	2,242,039	928,547
Investment in affiliates	224,899	211,970
Equity securities		3,891
Other derivative contracts	559	113
Liabilities:
U.S. Treasury securities sold, not yet purchased	1,418,750	826,912
Level 2 [Member]
Assets:
Securities borrowed	1,602,692	928,732
Agency mortgage-backed securities	129,597,714	104,251,055
Agency debentures	2,935,538	889,580
Liabilities:
Interest rate swaps	2,926,461	2,552,687
Securities loaned	$ 1,248,968	$ 804,901

[1] Derived from the audited consolidated financial statements at December 31, 2011.