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CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (LOSS) - USD ($)
$ in Thousands
 3 Months Ended 6 Months Ended
Jun. 30, 2021
Jun. 30, 2020
Jun. 30, 2021
Jun. 30, 2020
Net interest income        
Interest income $ 383,906 $ 584,812 $ 1,147,284 $ 1,139,838
Interest expense 61,047 186,032 137,020 689,505
Net interest income 322,859 398,780 1,010,264 450,333
Realized and unrealized gains (losses)        
Net interest component of interest rate swaps (83,087) (64,561) (162,834) (78,541)
Realized gains (losses) on termination or maturity of interest rate swaps 0 (1,521,732) 0 (1,919,293)
Unrealized gains (losses) on interest rate swaps (141,067) 1,494,628 631,195 (1,333,095)
Subtotal (224,154) (91,665) 468,361 (3,330,929)
Net gains (losses) on disposal of investments and other 16,223 246,679 (49,563) 453,262
Net gains (losses) on other derivatives and financial instruments (357,808) 170,916 119,060 377,342
Net unrealized gains (losses) on instruments measured at fair value through earnings 3,984 254,772 108,175 (475,388)
Loan loss (provision) reversal (494) (68,751) 139,126 (168,077)
Business divestiture-related gains (losses) 1,527 0 (248,036) 0
Subtotal (336,568) 603,616 68,762 187,139
Total realized and unrealized gains (losses) (560,722) 511,951 537,123 (3,143,790)
Other income (loss) 1,675 12,328 15,143 19,490
General and administrative expenses        
Compensation and management fee 32,013 37,036 63,531 77,861
Other general and administrative expenses 21,513 27,734 37,900 56,774
Total general and administrative expenses 53,526 64,770 101,431 134,635
Income (loss) before income taxes (289,714) 858,289 1,461,099 (2,808,602)
Income taxes 5,134 2,055 4,813 (24,647)
Net income (loss) (294,848) 856,234 1,456,286 (2,783,955)
Net income (loss) attributable to noncontrolling interests 794 32 1,115 98
Net income (loss) attributable to Annaly (295,642) 856,202 1,455,171 (2,784,053)
Dividends on preferred stock 26,883 35,509 53,766 71,018
Net income (loss) available (related) to common stockholders $ (322,525) $ 820,693 $ 1,401,405 $ (2,855,071)
Net income (loss) per share available (related) to common stockholders        
Basic (in dollars per share) $ (0.23) $ 0.58 $ 1.00 $ (2.00)
Diluted (in dollars per share) $ (0.23) $ 0.58 $ 1.00 $ (2.00)
Weighted average number of common shares outstanding        
Basic (in shares) 1,410,239,138 1,423,909,112 1,404,755,496 1,427,451,716
Diluted (in shares) 1,410,239,138 1,423,909,112 1,405,764,272 1,427,451,716
Other comprehensive income (loss)        
Net income (loss) $ (294,848) $ 856,234 $ 1,456,286 $ (2,783,955)
Unrealized gains (losses) on available-for-sale securities (191,541) 986,146 (1,620,468) 2,360,942
Reclassification adjustment for net (gains) losses included in net income (loss) (30,415) (265,443) 26,408 (657,059)
Other comprehensive income (loss) (221,956) 720,703 (1,594,060) 1,703,883
Comprehensive income (loss) (516,804) 1,576,937 (137,774) (1,080,072)
Comprehensive income (loss) attributable to noncontrolling interests 794 32 1,115 98
Comprehensive income (loss) attributable to Annaly (517,598) 1,576,905 (138,889) (1,080,170)
Dividends on preferred stock 26,883 35,509 53,766 71,018
Comprehensive income (loss) attributable to common stockholders $ (544,481) $ 1,541,396 $ (192,655) $ (1,151,188)