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CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (LOSS) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2017
Dec. 31, 2016
Dec. 31, 2015
Net interest income:      
Interest income $ 2,493,126 $ 2,210,951 $ 2,170,697
Interest expense 1,008,354 657,752 471,596
Net interest income 1,484,772 1,553,199 1,699,101
Realized and unrealized gains (losses):      
Realized gains (losses) on interest rate swaps [1] (371,108) (506,681) (624,495)
Realized gains (losses) on termination of interest rate swaps (160,133) (113,941) (226,462)
Unrealized gains (losses) on interest rate swaps 512,918 282,190 (124,869)
Subtotal (18,323) (338,432) (975,826)
Net gains (losses) on disposal of investments (3,938) 33,089 50,987
Net gains (losses) on trading assets 261,438 230,580 29,623
Net unrealized gains (losses) on investments measured at fair value through earnings (39,684) 86,391 (103,169)
Bargain purchase gain 0 72,576 0
Impairment of goodwill 0 0 (22,966)
Subtotal 217,816 422,636 (45,525)
Total realized and unrealized gains (losses) 199,493 84,204 (1,021,351)
Other income (loss):      
Investment advisory income 0 0 24,848
Dividend income from affiliate 0 0 8,636
Other income (loss) 115,857 44,144 (47,201)
Total other income (loss) 115,857 44,144 (13,717)
General and administrative expenses:      
Compensation and management fee 164,322 151,599 150,286
Other general and administrative expenses 59,802 98,757 49,954
Total general and administrative expenses 224,124 250,356 200,240
Income (loss) before income taxes 1,575,998 1,431,191 463,793
Income taxes 6,982 (1,595) (1,954)
Net income (loss) 1,569,016 1,432,786 465,747
Net income (loss) attributable to noncontrolling interest (588) (970) (809)
Net income (loss) attributable to Annaly 1,569,604 1,433,756 466,556
Dividends on preferred stock 109,635 82,260 71,968
Net income (loss) available (related) to common stockholders $ 1,459,969 $ 1,351,496 $ 394,588
Net income (loss) per share available (related) to common stockholders:      
Basic (in dollars per share) $ 1.37 $ 1.39 $ 0.42
Diluted (in dollars per share) $ 1.37 $ 1.39 $ 0.42
Weighted average number of common shares outstanding:      
Basic (in shares) 1,065,923,652 969,787,583 947,062,099
Diluted (in shares) 1,066,351,616 970,102,353 947,276,742
Net income (loss) $ 1,569,016 $ 1,432,786 $ 465,747
Other comprehensive income (loss):      
Unrealized gains (losses) on available-for-sale securities (89,997) (686,414) (531,952)
Reclassification adjustment for net (gains) losses included in net income (loss) 49,870 (21,883) (50,527)
Other comprehensive income (loss) (40,127) (708,297) (582,479)
Comprehensive income (loss) 1,528,889 724,489 (116,732)
Comprehensive income (loss) attributable to noncontrolling interest (588) (970) (809)
Comprehensive income (loss) attributable to Annaly 1,529,477 725,459 (115,923)
Dividends on preferred stock 109,635 82,260 71,968
Comprehensive income (loss) attributable to common stockholders $ 1,419,842 $ 643,199 $ (187,891)
[1] Consists of interest expense on interest rate swaps.