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LOANS - Summary of Comprehensive Income (Loss) (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2019
Sep. 30, 2018
Sep. 30, 2019
Sep. 30, 2018
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]        
Interest income $ 152,394 $ 315,623 $ 548,266 $ 1,161,803
Net gains (losses) on disposal of investments     (65,727) (376,943)
Net income (loss) attributable to Annaly (747,059) 385,578 (3,372,539) 2,309,297
Residential mortgage loans        
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]        
Interest income 37,673 16,423 102,689 45,702
Net gains (losses) on disposal of investments (9,671) (2,975) (19,499) (7,924)
Net unrealized gains (losses) on instruments measured at fair value through earnings 18,093 (3,633) 61,805 (14,802)
Net income (loss) attributable to Annaly $ 46,095 $ 9,815 $ 144,995 $ 22,976