NET INCOME (LOSS) PER COMMON SHARE - Schedule of Net Income (Loss) per Share Reconciliation (Details) - USD ($) $ / shares in Units, $ in Thousands		3 Months Ended		9 Months Ended
		Sep. 30, 2019	Sep. 30, 2018	Sep. 30, 2019	Sep. 30, 2018	Jun. 30, 2019	Dec. 31, 2018	[1]
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]
Net income (loss)		$ (747,169)	$ 385,429	$ (3,372,833)	$ 2,309,020
Net income (loss) attributable to noncontrolling interests		(110)	(149)	(294)	(277)
Net income (loss) attributable to Annaly		(747,059)	385,578	(3,372,539)	2,309,297
Net income (loss) available (related) to common stockholders		$ (783,210)	$ 353,903	$ (3,473,606)	$ 2,212,479
Weighted average shares of common stock outstanding-basic (in shares)		1,453,359,211	1,202,353,851	1,436,204,582	1,174,292,701
Add: Effect of stock awards, if dilutive (in shares)		0	0	0	0
Weighted average shares of common stock outstanding-diluted (in shares)		1,453,359,211	1,202,353,851	1,436,204,582	1,174,292,701
Cumulative and undeclared dividends						$ 300
Total assets		$ 128,956,120		$ 128,956,120			$ 105,787,527
Dividends on preferred stock	[2]	$ 36,151	$ 31,675	$ 101,067	$ 96,818
Net income (loss) per share available (related) to common share
Basic (in dollars per share)		$ (0.54)	$ 0.29	$ (2.42)	$ 1.88
Diluted (in dollars per share)		$ (0.54)	$ 0.29	$ (2.42)	$ 1.88
Series I
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]
Cumulative and undeclared dividends		$ 300		$ 300

[1] ⁽¹⁾  Derived from the audited consolidated financial statements at December 31, 2018.

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