NET INCOME (LOSS) PER COMMON SHARE - Schedule of Net Income (Loss) per Share Reconciliation (Details) - USD ($) $ / shares in Units, $ in Thousands	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Earnings Per Share [Abstract]
Net income (loss)	$ 1,327,704	$ 440,408
Net income (loss) attributable to noncontrolling interest	(96)	(103)
Net income (loss) attributable to Annaly	1,327,800	440,511
Dividends on preferred stock	33,766	23,473
Net income (loss) available (related) to common stockholders	$ 1,294,034	$ 417,038
Weighted average shares of common stock outstanding-basic (in shares)	1,159,617,848	1,018,942,746
Add: Effect of stock awards, if dilutive (in shares)	485,337	364,633
Weighted average shares of common stock outstanding-diluted (in shares)	1,160,103,185	1,019,307,379
Net income (loss) per share available (related) to common share:
Basic (in dollars per share)	$ 1.12	$ 0.41
Diluted (in dollars per share)	$ 1.12	$ 0.41