CONSOLIDATED STATEMENTS OF FINANCIAL CONDITION (USD $) In Thousands, unless otherwise specified	Sep. 30, 2012	Dec. 31, 2011
ASSETS
Cash and cash equivalents	$ 2,264,854	$ 994,198	[1]
Reverse repurchase agreements	1,612,384	860,866	[1]
Investments, at fair value:
U.S. Treasury Securities (including pledged assets of $2,242,039 and $352,820, respectively)	2,242,039	928,547	[1]
Securities borrowed	1,602,692	928,732	[1]
Agency mortgage-backed securities (including pledged assets of $105,841,340 and $90,406,535, respectively)	129,597,714	104,251,055	[1]
Agency debentures (including pledged assets of $774,437 and $567,383, respectively)	2,935,538	889,580	[1]
Investments in affiliates	224,899	211,970	[1]
Equity securities		3,891	[1]
Corporate debt, held for investment	64,928	52,073	[1]
Receivable for investments sold	470,266
Accrued interest and dividends receivable	434,026	409,023	[1]
Receivable from Prime Broker	3,272	3,272	[1]
Receivable for advisory and service fees (including from affiliates of $16,451 and $16,245, respectively)	20,271	19,550	[1]
Intangible for customer relationships (net of accumulated amortization of $7,177 and $5,432, respectively)	9,146	10,807	[1]
Goodwill	55,417	42,030	[1]
Other derivative contracts, at fair value	559	113	[1]
Other assets	38,595	24,295	[1]
Total assets	141,576,600	109,630,002	[1]
Liabilities:
U.S. Treasury Securities sold, not yet purchased, at fair value	1,418,750	826,912	[1]
Repurchase agreements	101,033,146	84,097,885	[1]
Securities loaned, at fair value	1,248,968	804,901	[1]
Payable for Investments purchased	16,107,038	4,315,796	[1]
Convertible Senior Notes	999,749	539,913	[1]
Accrued interest payable	181,502	138,965	[1]
Dividends payable	487,237	552,806	[1]
Interest rate swaps, at fair value	2,926,461	2,552,687	[1]
Accounts payable and other liabilities	83,086	7,223	[1]
Total liabilities	124,485,937	93,837,088	[1]
Stockholders' Equity:
Common stock, par value $0.01 per share, 1,956,937,500 and 1,987,987,500 authorized, respectively, 974,799,779 and 970,161,647 issued and outstanding, respectively	9,748	9,702	[1]
Additional paid-in capital	15,144,200	15,068,870	[1]
Accumulated other comprehensive income (loss)	4,069,607	3,008,988	[1]
Accumulated deficit	(3,045,951)	(2,504,006)	[1]
Total stockholders' equity	17,090,663	15,760,642	[1]
Total liabilities, Series B Cumulative Convertible Preferred Stock and stockholders' equity	141,576,600	109,630,002	[1]
6.00% Series B Cumulative Convertible Preferred Stock [Member]
Liabilities:
6.00% Series B Cumulative Convertible Preferred Stock: 4,600,000 shares authorized, 0 and 1,331,849 shares issued and outstanding, respectively		32,272	[1]
7.875% Series A Cumulative Redeemable Preferred Stock [Member]
Stockholders' Equity:
Cumulative Redeemable Preferred Stock	177,088	177,088	[1]
7.625% Series C Cumulative Redeemable Preferred Stock [Member]
Stockholders' Equity:
Cumulative Redeemable Preferred Stock	290,514
7.50% Series D Cumulative Redeemable Preferred Stock [Member]
Stockholders' Equity:
Cumulative Redeemable Preferred Stock	$ 445,457

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