XML 49 R35.htm IDEA: XBRL DOCUMENT v2.4.0.6
Agency Mortgage-Backed Securities - Portfolio (Detail) (USD $)
In Thousands, unless otherwise specified
Dec. 31, 2012
Dec. 31, 2011
Mortgage-Backed Securities Portfolio:    
Estimated fair value $ 123,963,207 $ 104,251,055
Agency Mortgage Backed Securities [Member]
   
Mortgage-Backed Securities Portfolio:    
Agency mortgage-backed securities, par value 115,220,004 97,962,882
Unamortized discount (22,219) (23,905)
Unamortized premium 5,856,207 3,360,968
Amortized cost 121,053,992 101,299,945
Gross unrealized gain 3,097,216 3,086,232
Gross unrealized loss (188,001) (135,122)
Estimated fair value 123,963,207 104,251,055
Agency Mortgage Backed Securities [Member] | Freddie Mac [Member]
   
Mortgage-Backed Securities Portfolio:    
Agency mortgage-backed securities, par value 44,296,234 34,395,542
Unamortized discount (9,515) (9,874)
Unamortized premium 2,121,478 1,139,881
Amortized cost 46,408,197 35,525,549
Gross unrealized gain 1,166,299 973,476
Gross unrealized loss (36,890) (15,243)
Estimated fair value 47,537,606 36,483,782
Agency Mortgage Backed Securities [Member] | Fannie Mae [Member]
   
Mortgage-Backed Securities Portfolio:    
Agency mortgage-backed securities, par value 70,649,782 63,066,372
Unamortized discount (12,315) (13,632)
Unamortized premium 3,695,381 2,205,138
Amortized cost 74,332,848 65,257,878
Gross unrealized gain 1,913,334 2,081,282
Gross unrealized loss (146,533) (118,871)
Estimated fair value 76,099,649 67,220,289
Agency Mortgage Backed Securities [Member] | Ginnie Mae [Member]
   
Mortgage-Backed Securities Portfolio:    
Agency mortgage-backed securities, par value 273,988 500,968
Unamortized discount (389) (399)
Unamortized premium 39,348 15,949
Amortized cost 312,947 516,518
Gross unrealized gain 17,583 31,474
Gross unrealized loss (4,578) (1,008)
Estimated fair value 325,952 546,984
Agency Mortgage Backed Securities [Member] | Adjustable Rate [Member]
   
Mortgage-Backed Securities Portfolio:    
Amortized cost 5,786,718 8,698,746
Gross unrealized gain 259,013 345,642
Gross unrealized loss (4,613) (3,188)
Estimated fair value 6,041,118 9,041,200
Agency Mortgage Backed Securities [Member] | Fixed Rate [Member]
   
Mortgage-Backed Securities Portfolio:    
Amortized cost 115,267,274 92,601,199
Gross unrealized gain 2,838,203 2,740,590
Gross unrealized loss (183,388) (131,934)
Estimated fair value $ 117,922,089 $ 95,209,855