CONSOLIDATED STATEMENTS OF FINANCIAL CONDITION (USD $) In Thousands, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012
ASSETS
Cash and cash equivalents	$ 1,862,550	$ 615,789	[1]
Reverse repurchase agreements	4,933,465	1,811,095	[1]
Investments, at fair value:
U.S. Treasury Securities (including pledged assets of $1,645,930 and $752,076, respectively)	1,645,930	752,076	[1]
Securities borrowed	2,688,485	2,160,942	[1]
Agency mortgage-backed securities (including pledged assets of $98,719,355 and $107,466,084, respectively)	108,256,671	123,963,207	[1]
Agency debentures (including pledged assets of $2,707,919 and $981,727, respectively)	3,970,279	3,009,568	[1]
Investments in affiliates	267,547	234,120	[1]
Corporate debt, held for investment	66,539	63,944	[1]
Receivable for Investments sold	1,292,478	290,722	[1]
Accrued interest and dividends receivable	388,665	419,259	[1]
Receivable for advisory and service fees (including from affiliates of $9,244 and $14,077, respectively)	12,817	17,730	[1]
Intangible for customer relationships (net of accumulated amortization of $6,037 and $5,779, respectively)	6,731	6,989	[1]
Goodwill	55,417	55,417	[1]
Other derivative contracts, at fair value		9,830	[1]
Other assets	54,282	41,607	[1]
Total Assets	125,501,856	133,452,295	[1]
Liabilities:
U.S. Treasury Securities sold, not yet purchased, at fair value	611,167	495,437	[1]
Repurchase agreements	100,322,942	102,785,697	[1]
Securities loaned, at fair value	2,330,060	1,808,315	[1]
Payable for Investments purchased	3,203,461	8,256,957	[1]
Payable for share buyback program		141,149	[1]
Convertible Senior Notes	824,902	825,541	[1]
Accrued interest payable	175,749	186,896	[1]
Dividends payable	426,173	432,154	[1]
Interest rate swaps, at fair value	2,259,173	2,584,907	[1]
Accounts payable and other liabilities	37,048	10,798	[1]
Other derivative contracts, at fair value	4,812
Total Liabilities	110,195,487	117,527,851	[1]
Stockholders' Equity:
Common stock, par value $0.01 per share, 1,956,937,500 authorized, 947,293,099 and 947,213,204, issued and outstanding, respectively	9,473	9,472	[1]
Additional paid-in capital	14,746,579	14,740,774	[1]
Accumulated other comprehensive income (loss)	2,003,248	3,053,242	[1]
Accumulated deficit	(2,365,990)	(2,792,103)	[1]
Total Stockholders' Equity	15,306,369	15,924,444	[1]
Total Liabilities and Stockholders' Equity	125,501,856	133,452,295	[1]
7.875% Series A Cumulative Redeemable Preferred Stock
Stockholders' Equity:
Cumulative Redeemable Preferred Stock	177,088	177,088	[1]
7.625% Series C Cumulative Redeemable Preferred Stock
Stockholders' Equity:
Cumulative Redeemable Preferred Stock	290,514	290,514	[1]
7.50% Series D Cumulative Redeemable Preferred Stock
Stockholders' Equity:
Cumulative Redeemable Preferred Stock	$ 445,457	$ 445,457	[1]

[1] Derived from the audited consolidated financial statements at December 31, 2012.