NET INCOME (LOSS) PER COMMON SHARE - Schedule of Net Income (Loss) per Share Reconciliation (Details) - USD ($) $ / shares in Units, $ in Thousands		3 Months Ended		6 Months Ended
		Jun. 30, 2019	Jun. 30, 2018	Jun. 30, 2019	Jun. 30, 2018
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]
Cumulative and undeclared dividends		$ 300		$ 300
Net income (loss)		(1,776,413)	$ 595,887	(2,625,664)	$ 1,923,591
Net income (loss) attributable to noncontrolling interests		(83)	(32)	(184)	(128)
Net income (loss) attributable to Annaly		(1,776,330)	595,919	(2,625,480)	1,923,719
Dividends on preferred stock (1)	[1]	32,422	31,377	64,916	65,143
Net income (loss) available (related) to common stockholders		$ (1,808,752)	$ 564,542	$ (2,690,396)	$ 1,858,576
Weighted average shares of common stock outstanding-basic (in shares)		1,456,038,736	1,160,436,777	1,427,485,102	1,160,029,575
Add: Effect of stock awards, if dilutive (in shares)		0	542,674	0	514,005
Weighted average shares of common stock outstanding-diluted (in shares)		1,456,038,736	1,160,979,451	1,427,485,102	1,160,543,580
Net income (loss) per share available (related) to common share
Basic (in dollars per share)		$ (1.24)	$ 0.49	$ (1.88)	$ 1.60
Diluted (in dollars per share)		$ (1.24)	$ 0.49	$ (1.88)	$ 1.60
Series I Preferred Stock
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]
Cumulative and undeclared dividends		$ 300		$ 300

[1] 1)  The three and six months ended June 30, 2019 include cumulative and undeclared dividends of $0.3 million on the Company's Series I Preferred Stock as of June 30, 2019.