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CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (LOSS) - USD ($)
$ in Thousands
 3 Months Ended 6 Months Ended
Jun. 30, 2020
Jun. 30, 2019
Jun. 30, 2020
Jun. 30, 2019
Net interest income        
Interest income $ 584,812 $ 927,598 $ 1,139,838 $ 1,793,784
Interest expense 186,032 750,217 689,505 1,397,912
Net interest income 398,780 177,381 450,333 395,872
Realized and unrealized gains (losses)        
Net interest component of interest rate swaps (64,561) 83,653 (78,541) 217,688
Realized gains (losses) on termination or maturity of interest rate swaps (1,521,732) (167,491) (1,919,293) (755,747)
Unrealized gains (losses) on interest rate swaps 1,494,628 (1,276,019) (1,333,095) (1,666,575)
Subtotal (91,665) (1,359,857) (3,330,929) (2,204,634)
Net gains (losses) on disposal of investments and other 246,679 (38,333) 453,262 (132,249)
Net gains (losses) on other derivatives 170,916 (506,411) 377,342 (621,570)
Net unrealized gains (losses) on instruments measured at fair value through earnings 254,772 (4,881) (475,388) 42,748
Loan loss provision (68,751) 0 (168,077) (5,703)
Subtotal 603,616 (549,625) 187,139 (716,774)
Total realized and unrealized gains (losses) 511,951 (1,909,482) (3,143,790) (2,921,408)
Other income (loss) 15,224 28,181 30,150 58,683
General and administrative expenses        
Compensation and management fee 37,036 44,231 77,861 89,064
Other general and administrative expenses 30,630 34,177 67,434 73,081
Total general and administrative expenses 67,666 78,408 145,295 162,145
Income (loss) before income taxes 858,289 (1,782,328) (2,808,602) (2,628,998)
Income taxes 2,055 (5,915) (24,647) (3,334)
Net income (loss) 856,234 (1,776,413) (2,783,955) (2,625,664)
Net income (loss) attributable to noncontrolling interests 32 (83) 98 (184)
Net income (loss) attributable to Annaly 856,202 (1,776,330) (2,784,053) (2,625,480)
Dividends on preferred stock 35,509 32,422 71,018 64,916
Net income (loss) available (related) to common stockholders $ 820,693 $ (1,808,752) $ (2,855,071) $ (2,690,396)
Net income (loss) per share available (related) to common stockholders        
Basic (in dollars per share) $ 0.58 $ (1.24) $ (2.00) $ (1.88)
Diluted (in dollars per share) $ 0.58 $ (1.24) $ (2.00) $ (1.88)
Weighted average number of common shares outstanding        
Basic (in shares) 1,423,909,112 1,456,038,736 1,427,451,716 1,427,485,102
Diluted (in shares) 1,423,909,112 1,456,038,736 1,427,451,716 1,427,485,102
Other comprehensive income (loss)        
Net income (loss) $ 856,234 $ (1,776,413) $ (2,783,955) $ (2,625,664)
Unrealized gains (losses) on available-for-sale securities 986,146 1,654,783 2,360,942 3,254,181
Reclassification adjustment for net (gains) losses included in net income (loss) (265,443) 29,596 (657,059) 90,687
Other comprehensive income (loss) 720,703 1,684,379 1,703,883 3,344,868
Comprehensive income (loss) 1,576,937 (92,034) (1,080,072) 719,204
Comprehensive income (loss) attributable to noncontrolling interests 32 (83) 98 (184)
Comprehensive income (loss) attributable to Annaly 1,576,905 (91,951) (1,080,170) 719,388
Comprehensive income (loss) attributable to common stockholders $ 1,541,396 $ (124,373) $ (1,151,188) $ 654,472