NET INCOME (LOSS) PER COMMON SHARE - Schedule of Net Income (Loss) per Share Reconciliation (Details) - USD ($) $ / shares in Units, $ in Thousands	3 Months Ended								12 Months Ended
	Dec. 31, 2019	Sep. 30, 2019	Jun. 30, 2019	Mar. 31, 2019	Dec. 31, 2018	Sep. 30, 2018	Jun. 30, 2018	Mar. 31, 2018	Dec. 31, 2019	Dec. 31, 2018	Dec. 31, 2017
Earnings Per Share [Abstract]
Net income (loss)	$ 1,209,742	$ (747,169)	$ (1,776,413)	$ (849,251)	$ (2,254,872)	$ 385,429	$ 595,887	$ 1,327,704	$ (2,163,091)	$ 54,148	$ 1,569,016
Net income (loss) attributable to noncontrolling interests	68	(110)	(83)	(101)	17	(149)	(32)	(96)	(226)	(260)	(588)
Net income (loss) attributable to Annaly									(2,162,865)	54,408	1,569,604
Dividends on preferred stock	35,509	36,151	32,422	32,494	32,494	31,675	31,377	33,766	136,576	129,312	109,635
Net income (loss) available (related) to common stockholders	$ 1,174,165	$ (783,210)	$ (1,808,752)	$ (881,644)	$ (2,287,383)	$ 353,903	$ 564,542	$ 1,294,034	$ (2,299,441)	$ (74,904)	$ 1,459,969
Weighted average shares of common stock outstanding-basic (in shares)									1,434,912,682	1,209,601,809	1,065,923,652
Add: Effect of stock awards and Convertible Senior Notes, if dilutive (in shares)									0	0	427,964
Weighted average shares of common stock outstanding-diluted (in shares)									1,434,912,682	1,209,601,809	1,066,351,616
Net income (loss) per share available (related) to common share
Basic (in dollars per share)	$ 0.82	$ (0.54)	$ (1.24)	$ (0.63)	$ (1.74)	$ 0.29	$ 0.49	$ 1.12	$ (1.60)	$ (0.06)	$ 1.37
Diluted (in dollars per share)	$ 0.82	$ (0.54)	$ (1.24)	$ (0.63)	$ (1.74)	$ 0.29	$ 0.49	$ 1.12	$ (1.60)	$ (0.06)	$ 1.37