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LOANS - Summary of Comprehensive Income (Loss) (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2019
Jun. 30, 2018
Jun. 30, 2019
Jun. 30, 2018
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]        
Interest income $ 177,381 $ 334,114 $ 395,872 $ 846,180
Net gains (losses) on disposal of investments     (132,249) (52,649)
Net income (loss) attributable to Annaly (1,776,330) 595,919 (2,625,480) 1,923,719
Residential Mortgage        
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]        
Interest income 35,025 15,784 65,016 29,279
Net gains (losses) on disposal of investments (4,605) (3,191) (9,828) (4,949)
Net unrealized gains (losses) on instruments measured at fair value through earnings 25,891 (1,305) 43,712 (11,169)
Net income (loss) attributable to Annaly $ 56,311 $ 11,288 $ 98,900 $ 13,161