NET INCOME (LOSS) PER COMMON SHARE - Schedule of Net Income (Loss) per Share Reconciliation (Details) - USD ($) $ / shares in Units, $ in Thousands		3 Months Ended		9 Months Ended
		Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Earnings Per Share [Abstract]
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
Weighted average shares of common stock outstanding-basic (in shares)		1,202,353,851	1,072,566,395	1,174,292,701	1,037,033,076
Add: Effect of stock awards, if dilutive (in shares)		0	474,242	0	412,101
Weighted average shares of common stock outstanding-diluted (in shares)		1,202,353,851	1,073,040,637	1,174,292,701	1,037,445,177
Net income (loss) per share available (related) to common share:
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
Series F Preferred Stock
Class of Stock [Line Items]
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.