CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (LOSS) (Unaudited) - USD ($) $ in Thousands		3 Months Ended		9 Months Ended
		Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Net interest income:
Interest income		$ 816,596	$ 622,550	$ 2,472,889	$ 1,747,703
Interest expense		500,973	268,937	1,311,086	689,643
Net interest income		315,623	353,613	1,161,803	1,058,060
Realized and unrealized gains (losses):
Net interest component of interest rate swaps		51,349	(88,211)	34,664	(288,837)
Realized gains (losses) on termination or maturity of interest rate swaps		575	0	1,409	(58)
Unrealized gains (losses) on interest rate swaps		417,203	56,854	1,737,963	28,471
Subtotal		469,127	(31,357)	1,774,036	(260,424)
Net gains (losses) on disposal of investments		(324,294)	(11,552)	(376,943)	(11,833)
Net gains (losses) on other derivatives		94,827	154,208	81,871	140,104
Net unrealized gains (losses) on instruments measured at fair value through earnings		(39,944)	(67,492)	(139,913)	(27,569)
Subtotal		(269,411)	75,164	(434,985)	100,702
Total realized and unrealized gains (losses)		199,716	43,807	1,339,051	(159,722)
Other income (loss)		(10,643)	28,282	57,550	90,793
General and administrative expenses:
Compensation and management fee		45,983	41,993	136,091	120,193
Other general and administrative expenses		80,526	15,023	116,709	44,674
Total general and administrative expenses		126,509	57,016	252,800	164,867
Income (loss) before income taxes		378,187	368,686	2,305,604	824,264
Income taxes		(7,242)	1,371	(3,416)	2,019
Net income (loss)		385,429	367,315	2,309,020	822,245
Net income (loss) attributable to noncontrolling interests		(149)	(232)	(277)	(437)
Net income (loss) attributable to Annaly		385,578	367,547	2,309,297	822,682
Dividends on preferred stock	[1]	31,675	30,355	96,818	77,301
Net income (loss) available (related) to common stockholders		$ 353,903	$ 337,192	$ 2,212,479	$ 745,381
Net income (loss) per share available (related) to common stockholders:
Basic (in dollars per share)		$ 0.29	$ 0.31	$ 1.88	$ 0.72
Diluted (in dollars per share)		$ 0.29	$ 0.31	$ 1.88	$ 0.72
Weighted average number of common shares outstanding:
Basic (in shares)		1,202,353,851	1,072,566,395	1,174,292,701	1,037,033,076
Diluted (in shares)		1,202,353,851	1,073,040,637	1,174,292,701	1,037,445,177
Dividends declared per share of common stock (in dollars per share)		$ 0.3	$ 0.3	$ 0.9	$ 0.9
Net income (loss)		$ 385,429	$ 367,315	$ 2,309,020	$ 822,245
Other comprehensive income (loss):
Unrealized gains (losses) on available-for-sale securities		(719,609)	195,251	(3,104,218)	397,600
Reclassification adjustment for net (gains) losses included in net income (loss)		331,100	15,367	407,282	48,144
Other comprehensive income (loss)		(388,509)	210,618	(2,696,936)	445,744
Comprehensive income (loss)		(3,080)	577,933	(387,916)	1,267,989
Comprehensive income (loss) attributable to noncontrolling interests		(149)	(232)	(277)	(437)
Comprehensive income (loss) attributable to Annaly		(2,931)	578,165	(387,639)	1,268,426
Comprehensive income (loss) attributable to common stockholders		$ (34,606)	547,810	$ (484,457)	1,191,125
Series F Preferred Stock
Cumulative and undeclared dividends			$ 8,300		$ 8,300

[1] Includes cumulative and undeclared dividends on the Company’s Series F Preferred Stock of $8.3 million for the three and nine months ended September 30, 2017.