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, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Earnings Per Share [Abstract]
Net income (loss)	$ 595,887	$ 14,522	$ 1,923,591	$ 454,930
Net income (loss) attributable to noncontrolling interest	(32)	(102)	(128)	(205)
Net income (loss) attributable to Annaly	595,919	14,624	1,923,719	455,135
Dividends on preferred stock	31,377	23,473	65,143	46,946
Net income (loss) available (related) to common stockholders	$ 564,542	$ (8,849)	$ 1,858,576	$ 408,189
Weighted average shares of common stock outstanding-basic (in shares)	1,160,436,777	1,019,000,817	1,160,029,575	1,018,971,942
Add: Effect of stock awards, if dilutive (in shares)	542,674	0	514,005	385,755
Weighted average shares of common stock outstanding-diluted (in shares)	1,160,979,451	1,019,000,817	1,160,543,580	1,019,357,697
Net income (loss) per share available (related) to common share:
Basic (in dollars per share)	$ 0.49	$ (0.01)	$ 1.60	$ 0.40
Diluted (in dollars per share)	$ 0.49	$ (0.01)	$ 1.60	$ 0.40