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Agency Mortgage-Backed Securities - Portfolio (Detail) (USD $)
In Thousands, unless otherwise specified
Mar. 31, 2013
Dec. 31, 2012
Mortgage-Backed Securities Portfolio:    
Estimated fair value $ 108,256,671 $ 123,963,207 [1]
Agency Mortgage Backed Securities
   
Mortgage-Backed Securities Portfolio:    
Agency mortgage-backed securities, par value 100,977,867 115,220,004
Unamortized discount (26,653) (22,219)
Unamortized premium 5,393,839 5,856,207
Amortized cost 106,345,053 121,053,992
Gross unrealized gain 2,350,891 3,097,216
Gross unrealized loss (439,273) (188,001)
Estimated fair value 108,256,671 123,963,207
Agency Mortgage Backed Securities | Freddie Mac
   
Mortgage-Backed Securities Portfolio:    
Agency mortgage-backed securities, par value 39,115,499 44,296,234
Unamortized discount (12,573) (9,515)
Unamortized premium 1,959,152 2,121,478
Amortized cost 41,062,078 46,408,197
Gross unrealized gain 818,602 1,166,299
Gross unrealized loss (166,212) (36,890)
Estimated fair value 41,714,468 47,537,606
Agency Mortgage Backed Securities | Fannie Mae
   
Mortgage-Backed Securities Portfolio:    
Agency mortgage-backed securities, par value 61,622,413 70,649,782
Unamortized discount (13,692) (12,315)
Unamortized premium 3,398,430 3,695,381
Amortized cost 65,007,151 74,332,848
Gross unrealized gain 1,516,324 1,913,334
Gross unrealized loss (271,927) (146,533)
Estimated fair value 66,251,548 76,099,649
Agency Mortgage Backed Securities | Ginnie Mae
   
Mortgage-Backed Securities Portfolio:    
Agency mortgage-backed securities, par value 239,955 273,988
Unamortized discount (388) (389)
Unamortized premium 36,257 39,348
Amortized cost 275,824 312,947
Gross unrealized gain 15,965 17,583
Gross unrealized loss (1,134) (4,578)
Estimated fair value 290,655 325,952
Agency Mortgage Backed Securities | Adjustable Rate
   
Mortgage-Backed Securities Portfolio:    
Amortized cost 4,938,813 5,786,718
Gross unrealized gain 223,387 259,013
Gross unrealized loss (2,401) (4,613)
Estimated fair value 5,159,799 6,041,118
Agency Mortgage Backed Securities | Fixed Rate
   
Mortgage-Backed Securities Portfolio:    
Amortized cost 101,406,240 115,267,274
Gross unrealized gain 2,127,504 2,838,203
Gross unrealized loss (436,872) (183,388)
Estimated fair value $ 103,096,872 $ 117,922,089
[1] Derived from the audited consolidated financial statements at December 31, 2012.