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CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (LOSS) (Unaudited) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2018
Mar. 31, 2017
Net interest income:    
Interest income $ 879,487 $ 587,727
Interest expense 367,421 198,425
Net interest income 512,066 389,302
Realized and unrealized gains (losses):    
Realized gains (losses) on interest rate swaps [1] (48,160) (104,156)
Realized gains (losses) on termination or maturity of interest rate swaps 834 0
Unrealized gains (losses) on interest rate swaps 977,285 149,184
Subtotal 929,959 45,028
Net gains (losses) on disposal of investments 13,468 5,235
Net gains (losses) on trading assets (47,145) 319
Net unrealized gains (losses) on investments measured at fair value through earnings (51,593) 23,683
Subtotal (85,270) 29,237
Total realized and unrealized gains (losses) 844,689 74,265
Other income (loss):    
Other income (loss) 34,023 31,646
Total other income (loss) 34,023 31,646
General and administrative expenses:    
Compensation and management fee 44,529 39,262
Other general and administrative expenses 17,981 14,566
Total general and administrative expenses 62,510 53,828
Income (loss) before income taxes 1,328,268 441,385
Income taxes 564 977
Net income (loss) 1,327,704 440,408
Net income (loss) attributable to noncontrolling interest (96) (103)
Net income (loss) attributable to Annaly 1,327,800 440,511
Dividends on preferred stock 33,766 23,473
Net income (loss) available (related) to common stockholders $ 1,294,034 $ 417,038
Net income (loss) per share available (related) to common stockholders:    
Basic (in dollars per share) $ 1.12 $ 0.41
Diluted (in dollars per share) $ 1.12 $ 0.41
Weighted average number of common shares outstanding:    
Basic (in shares) 1,159,617,848 1,018,942,746
Diluted (in shares) 1,160,103,185 1,019,307,379
Dividends declared per share of common stock (in dollars per share) $ 0.3 $ 0.30
Net income (loss) $ 1,327,704 $ 440,408
Other comprehensive income (loss):    
Unrealized gains (losses) on available-for-sale securities (1,879,479) (59,615)
Reclassification adjustment for net (gains) losses included in net income (loss) 5,419 19,417
Other comprehensive income (loss) (1,874,060) (40,198)
Comprehensive income (loss) (546,356) 400,210
Comprehensive income (loss) attributable to noncontrolling interest (96) (103)
Comprehensive income (loss) attributable to Annaly (546,260) 400,313
Comprehensive income (loss) attributable to common stockholders $ (580,026) $ 376,840
[1] Consists of interest expense on interest rate swaps.