CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (LOSS) - USD ($) $ in Thousands		3 Months Ended		6 Months Ended
		Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Net interest income:
Interest income		$ 457,118	$ 624,277	$ 845,261	$ 1,143,391
Interest expense		152,755	113,072	300,202	242,492
Net interest income		304,363	511,205	545,059	900,899
Realized and unrealized gains (losses):
Realized gains (losses) on interest rate swaps	[1],[2]	(130,762)	(144,465)	(278,237)	(302,704)
Realized gains (losses) on termination of interest rate swaps		(60,064)		(60,064)	(226,462)
Unrealized gains (losses) on interest rate swaps		(373,220)	700,792	(1,404,940)	234,590
Subtotal		(564,046)	556,327	(1,743,241)	(294,576)
Net gains (losses) on disposal of investments		12,535	3,833	10,860	66,189
Net gains (losses) on trading assets		81,880	(114,230)	207,069	(121,136)
Net unrealized gains (losses) on financial instruments measured at fair value through earnings		(54,154)	17,581	(54,026)	(15,965)
Impairment of goodwill			(22,966)		(22,966)
Subtotal		40,261	(115,782)	163,903	(93,878)
Total realized and unrealized gains (losses)		(523,785)	440,545	(1,579,338)	(388,454)
Other income (loss):
Investment advisory income			10,604		21,068
Dividend income from affiliate			4,318		8,636
Other income (loss)		(9,930)	(22,275)	(16,045)	(23,299)
Total other income (loss)		(9,930)	(7,353)	(16,045)	6,405
General and administrative expenses:
Compensation and management fee		36,048	37,014	73,045	75,643
Other general and administrative expenses		13,173	14,995	24,121	27,304
Total general and administrative expenses		49,221	52,009	97,166	102,947
Income (loss) before income taxes		(278,573)	892,388	(1,147,490)	415,903
Income taxes		(76)	(7,683)	(913)	(7,669)
Net income (loss)		(278,497)	900,071	(1,146,577)	423,572
Net income (loss) attributable to noncontrolling interest		(385)	(149)	(547)	(239)
Net income (loss) attributable to Annaly		(278,112)	900,220	(1,146,030)	423,811
Dividends on preferred stock		17,992	17,992	35,984	35,984
Net income (loss) available (related) to common stockholders		$ (296,104)	$ 882,228	$ (1,182,014)	$ 387,827
Net income (loss) per share available (related) to common stockholders:
Basic		$ (0.32)	$ 0.93	$ (1.28)	$ 0.41
Diluted		$ (0.32)	$ 0.93	$ (1.28)	$ 0.41
Weighted average number of common shares outstanding:
Basic		924,887,316	947,731,493	925,850,452	947,700,832
Diluted		924,887,316	947,929,762	925,850,452	947,878,958
Dividends declared per share of common stock		$ 0.30	$ 0.30	$ 0.60	$ 0.60
Net income (loss)		$ (278,497)	$ 900,071	$ (1,146,577)	$ 423,572
Other comprehensive income (loss):
Unrealized gains (losses) on available-for-sale securities		483,930	(1,125,043)	1,501,637	(493,571)
Reclassification adjustment for net (gains) losses included in net income (loss)		(7,250)	(3,921)	(6,995)	(66,277)
Other comprehensive income (loss)		476,680	(1,128,964)	1,494,642	(559,848)
Comprehensive income (loss)		198,183	(228,893)	348,065	(136,276)
Comprehensive income (loss) attributable to noncontrolling interest		(385)	(149)	(547)	(239)
Comprehensive income (loss) attributable to Annaly		198,568	(228,744)	348,612	(136,037)
Dividends on preferred stock		17,992	17,992	35,984	35,984
Comprehensive income (loss) attributable to common stockholders		$ 180,576	$ (246,736)	$ 312,628	$ (172,021)

[1] Consists of interest expense on interest rate swaps.

[2] Interest expense related to the Company's interest rate swaps is recorded in Realized gains (losses) on interest rate swaps on the Consolidated Statements of Comprehensive Income (Loss).