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CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (LOSS) (USD $)
In Thousands, except Share data, unless otherwise specified
3 Months Ended
Mar. 31, 2015
Mar. 31, 2014
Net interest income:    
Interest income $ 519,172us-gaap_InterestIncomeOperating $ 655,901us-gaap_InterestIncomeOperating
Interest expense 129,420us-gaap_InterestExpense 124,971us-gaap_InterestExpense
Net interest income 389,752us-gaap_InterestIncomeExpenseNet 530,930us-gaap_InterestIncomeExpenseNet
Other income (loss):    
Realized gains (losses) on interest rate swaps (158,239)nly_GainLossOnRealizedInterestRateSwaps [1],[2] (260,435)nly_GainLossOnRealizedInterestRateSwaps [1],[2]
Realized gains (losses) on termination of interest rate swaps (226,462)nly_GainLossOnTerminationOfInterestRateSwaps (6,842)nly_GainLossOnTerminationOfInterestRateSwaps
Unrealized gains (losses) on interest rate swaps (466,202)us-gaap_UnrealizedGainLossOnDerivatives (348,942)us-gaap_UnrealizedGainLossOnDerivatives
Subtotal (850,903)us-gaap_GainLossOnDerivativeInstrumentsNetPretax (616,219)us-gaap_GainLossOnDerivativeInstrumentsNetPretax
Investment advisory income 10,464us-gaap_AssetManagementFees1 6,123us-gaap_AssetManagementFees1
Net gains (losses) on disposal of investments 62,356us-gaap_GainsLossesOnSalesOfAssets 79,710us-gaap_GainsLossesOnSalesOfAssets
Dividend income from affiliates 4,318nly_DividendIncomeFromAvailableForSaleEquitySecurities 13,045nly_DividendIncomeFromAvailableForSaleEquitySecurities
Net gains (losses) on trading assets (6,906)nly_RealizedAndUnrealizedGainLossOnSaleOfDebtInvestmentsUSTreasurySecurities (146,228)nly_RealizedAndUnrealizedGainLossOnSaleOfDebtInvestmentsUSTreasurySecurities
Net unrealized gains (losses) on interest-only Agency mortgage-backed securities (33,546)nly_UnrealizedGainLossOnInterestOnlyMortgageBackedSecuritiesMBS (20,793)nly_UnrealizedGainLossOnInterestOnlyMortgageBackedSecuritiesMBS
Other income (loss) (1,082)us-gaap_OtherNonoperatingGainsLosses 1,460us-gaap_OtherNonoperatingGainsLosses
Subtotal 35,604nly_NonoperatingIncomeExpensePreDerivativeInstruments (66,683)nly_NonoperatingIncomeExpensePreDerivativeInstruments
Total other income (loss) (815,299)us-gaap_NonoperatingIncomeExpense (682,902)us-gaap_NonoperatingIncomeExpense
General and administrative expenses:    
Compensation and management fee 38,629us-gaap_LaborAndRelatedExpense 38,521us-gaap_LaborAndRelatedExpense
Other general and administrative expenses 12,309us-gaap_OtherGeneralAndAdministrativeExpense 8,857us-gaap_OtherGeneralAndAdministrativeExpense
Total general and administrative expenses 50,938us-gaap_GeneralAndAdministrativeExpense 47,378us-gaap_GeneralAndAdministrativeExpense
Income (loss) before income taxes (476,485)us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesMinorityInterestAndIncomeLossFromEquityMethodInvestments (199,350)us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesMinorityInterestAndIncomeLossFromEquityMethodInvestments
Income taxes 14us-gaap_IncomeTaxExpenseBenefit 4,001us-gaap_IncomeTaxExpenseBenefit
Net Income (476,499)us-gaap_ProfitLoss (203,351)us-gaap_ProfitLoss
Net income (loss) attributable to noncontrolling interest (90)us-gaap_NetIncomeLossAttributableToNoncontrollingInterest  
Net income (loss) attributable to Annaly (476,409)us-gaap_NetIncomeLoss (203,351)us-gaap_NetIncomeLoss
Dividends on preferred stock 17,992us-gaap_PreferredStockDividendsAndOtherAdjustments 17,992us-gaap_PreferredStockDividendsAndOtherAdjustments
Net income (loss) available (related) to common stockholders (494,401)us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic (221,343)us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic
Net income (loss) per share available (related) to common stockholders:    
Basic $ (0.52)us-gaap_EarningsPerShareBasic $ (0.23)us-gaap_EarningsPerShareBasic
Diluted $ (0.52)us-gaap_EarningsPerShareDiluted $ (0.23)us-gaap_EarningsPerShareDiluted
Weighted average number of common shares outstanding:    
Basic 947,669,831us-gaap_WeightedAverageNumberOfSharesOutstandingBasic 947,458,813us-gaap_WeightedAverageNumberOfSharesOutstandingBasic
Diluted 947,669,831us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding 947,458,813us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding
Dividends Declared Per Share of Common Stock $ 0.30us-gaap_CommonStockDividendsPerShareDeclared $ 0.30us-gaap_CommonStockDividendsPerShareDeclared
Net income (loss) (476,499)us-gaap_ProfitLoss (203,351)us-gaap_ProfitLoss
Other comprehensive income (loss):    
Unrealized gains (losses) on available-for-sale securities 631,472us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax 741,172us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax
Reclassification adjustment for net (gains) losses included in net income (loss) (62,356)us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax (80,718)us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax
Other comprehensive income (loss) 569,116us-gaap_OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent 660,454us-gaap_OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent
Comprehensive income (loss) 92,617us-gaap_ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest 457,103us-gaap_ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest
Comprehensive income (loss) attributable to noncontrolling interest (90)us-gaap_ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest  
Comprehensive income (loss) attributable to Annaly $ 92,707us-gaap_ComprehensiveIncomeNetOfTax $ 457,103us-gaap_ComprehensiveIncomeNetOfTax
[1] 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).
[2] Consists of interest expense on interest rate swaps.