RESIDENTIAL MORTGAGE LOANS - Summary of Comprehensive Income (Loss) (Details) - USD ($) $ in Thousands	3 Months Ended								12 Months Ended
	Dec. 31, 2017	Sep. 30, 2017	Jun. 30, 2017	Mar. 31, 2017	Dec. 31, 2016	Sep. 30, 2016	Jun. 30, 2016	Mar. 31, 2016	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Mortgage Loans on Real Estate [Line Items]
Net interest income	$ 426,712	$ 353,613	$ 315,145	$ 389,302	$ 623,626	$ 384,514	$ 304,363	$ 240,696	$ 1,484,772	$ 1,553,199	$ 1,699,101
Net gains (losses) on disposal of investments									(6,352)	31,039	63,317
Net income (loss) attributable to Annaly									1,569,604	1,433,756	$ 466,556
Residential Mortgage
Mortgage Loans on Real Estate [Line Items]
Net interest income									28,817	3,452
Net gains (losses) on disposal of investments									(4,704)	(922)
Net unrealized gains (losses) on investments measured at fair value through earnings									8,468	(5,614)
Net income (loss) attributable to Annaly									$ 32,581	$ (3,084)