CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (LOSS) - USD ($) $ in Thousands		3 Months Ended		9 Months Ended
		Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Net interest income:
Interest income		$ 450,792	$ 644,640	$ 1,594,310	$ 1,984,503
Interest expense		110,297	127,069	352,789	378,147
Net interest income		340,495	517,571	1,241,521	1,606,356
Realized and unrealized gains (losses):
Realized gains (losses) on interest rate swaps	[1],[2]	(162,304)	(169,083)	(465,008)	(650,452)
Realized gains (losses) on termination of interest rate swaps				(226,462)	(779,333)
Unrealized gains (losses) on interest rate swaps		(822,585)	98,593	(587,995)	(75,287)
Subtotal		(984,889)	(70,490)	(1,279,465)	(1,505,072)
Net gains (losses) on disposal of investments		(7,943)	4,693	58,246	90,296
Net gains (losses) on trading assets		108,175	4,676	(12,961)	(188,041)
Net unrealized gains (losses) on financial instruments measured at fair value through earnings		(24,501)	(37,944)	(40,466)	(56,652)
Impairment of goodwill				(22,966)
Subtotal		75,731	(28,575)	(18,147)	(154,397)
Total realized and unrealized gains (losses)		(909,158)	(99,065)	(1,297,612)	(1,659,469)
Other income (loss):
Investment advisory income		3,780	8,253	24,848	20,485
Dividend income from affiliate			4,048	8,636	21,141
Other income (loss)		(13,521)	(22,249)	(36,947)	(16,102)
Total other income (loss)		(9,741)	(9,948)	(3,463)	25,524
General and administrative expenses:
Compensation and management fee		37,450	39,028	113,093	116,826
Other general and administrative expenses		12,007	12,289	39,311	34,058
Total general and administrative expenses		49,457	51,317	152,404	150,884
Income (loss) before income taxes		(627,861)	357,241	(211,958)	(178,473)
Income taxes		(370)	2,385	(8,039)	5,534
Net income (loss)		(627,491)	354,856	(203,919)	(184,007)
Net income (loss) attributable to noncontrolling interest		(197)		(436)
Net income (loss) attributable to Annaly		(627,294)	354,856	(203,483)	(184,007)
Dividends on preferred stock		17,992	17,992	53,976	53,976
Net income (loss) available (related) to common stockholders		$ (645,286)	$ 336,864	$ (257,459)	$ (237,983)
Net income (loss) per share available (related) to common stockholders:
Basic		$ (0.68)	$ 0.36	$ (0.27)	$ (0.25)
Diluted		$ (0.68)	$ 0.35	$ (0.27)	$ (0.25)
Weighted average number of common shares outstanding:
Basic		947,795,500	947,565,432	947,732,735	947,513,514
Diluted		947,795,500	987,315,527	947,732,735	947,513,514
Dividends declared per share of common stock		$ 0.30	$ 0.30	$ 0.90	$ 0.90
Net income (loss)		$ (627,491)	$ 354,856	$ (203,919)	$ (184,007)
Other comprehensive income (loss):
Unrealized gains (losses) on available-for-sale securities		609,725	(390,871)	116,154	1,872,427
Reclassification adjustment for net (gains) losses included in net income (loss)		8,095	(4,693)	(58,182)	(91,314)
Other comprehensive income (loss)		617,820	(395,564)	57,972	1,781,113
Comprehensive income (loss)		(9,671)	(40,708)	(145,947)	1,597,106
Comprehensive income (loss) attributable to noncontrolling interest		(197)		(436)
Comprehensive income (loss) attributable to Annaly		(9,474)	(40,708)	(145,511)	1,597,106
Dividends on preferred stock		17,992	17,992	53,976	53,976
Comprehensive income (loss) attributable to common stockholders		$ (27,466)	$ (58,700)	$ (199,487)	$ 1,543,130

[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).