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, 2019	Mar. 31, 2018
Earnings Per Share [Abstract]
Net income (loss)	$ (849,251)	$ 1,327,704
Net income (loss) attributable to noncontrolling interests	(101)	(96)
Net income (loss) attributable to Annaly	(849,150)	1,327,800
Dividends on preferred stock	32,494	33,766
Net income (loss) available (related) to common stockholders	$ (881,644)	$ 1,294,034
Weighted average shares of common stock outstanding-basic (in shares)	1,398,614,205	1,159,617,848
Add: Effect of stock awards, if dilutive (in shares)	0	485,337
Weighted average shares of common stock outstanding-diluted (in shares)	1,398,614,205	1,160,103,185
Net income (loss) per share available (related) to common share
Basic (in dollars per share)	$ (0.63)	$ 1.12
Diluted (in dollars per share)	$ (0.63)	$ 1.12