XML 89 R41.htm IDEA: XBRL DOCUMENT v2.4.0.8
Agency Mortgage-Backed Securities - Portfolio (Detail) (USD $)
In Thousands, unless otherwise specified
Mar. 31, 2014
Dec. 31, 2013
Mortgage-Backed Securities Portfolio:    
Estimated fair value $ 75,350,388 $ 70,388,949 [1]
Agency Mortgage Backed Securities
   
Mortgage-Backed Securities Portfolio:    
Principal outstanding 72,139,139 68,144,321
Unamortized premium 5,087,997 4,625,864
Unamortized discount (21,167) (21,484)
Amortized cost 77,205,969 72,748,701
Gross unrealized gains 595,324 693,325
Gross unrealized losses (2,450,905) (3,053,077)
Estimated fair value 75,350,388 70,388,949
Agency Mortgage Backed Securities | Fixed Rate
   
Mortgage-Backed Securities Portfolio:    
Amortized cost 73,655,761 68,784,424
Gross unrealized gains 455,048 538,556
Gross unrealized losses (2,435,557) (3,040,153)
Estimated fair value 71,675,252 66,282,827
Agency Mortgage Backed Securities | Adjustable Rate
   
Mortgage-Backed Securities Portfolio:    
Amortized cost 3,550,208 3,964,277
Gross unrealized gains 140,276 154,769
Gross unrealized losses (15,348) (12,924)
Estimated fair value 3,675,136 4,106,122
Agency Mortgage Backed Securities | Freddie Mac
   
Mortgage-Backed Securities Portfolio:    
Principal outstanding 24,875,914 24,458,925
Unamortized premium 1,697,704 1,627,966
Unamortized discount (9,446) (9,533)
Amortized cost 26,564,172 26,077,358
Gross unrealized gains 205,409 227,423
Gross unrealized losses (1,013,503) (1,267,106)
Estimated fair value 25,756,078 25,037,675
Agency Mortgage Backed Securities | Fannie Mae
   
Mortgage-Backed Securities Portfolio:    
Principal outstanding 47,149,481 43,564,657
Unamortized premium 3,367,828 2,970,813
Unamortized discount (11,341) (11,568)
Amortized cost 50,505,968 46,523,902
Gross unrealized gains 381,265 456,057
Gross unrealized losses (1,433,916) (1,781,683)
Estimated fair value 49,453,317 45,198,276
Agency Mortgage Backed Securities | Ginnie Mae
   
Mortgage-Backed Securities Portfolio:    
Principal outstanding 113,744 120,739
Unamortized premium 22,465 27,085
Unamortized discount (380) (383)
Amortized cost 135,829 147,441
Gross unrealized gains 8,650 9,845
Gross unrealized losses (3,486) (4,288)
Estimated fair value $ 140,993 $ 152,998
[1] Derived from the audited consolidated financial statements at December 31, 2013.