LOANS - Summary of Comprehensive Income (Loss) (Details) - USD ($) $ 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
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Interest income	$ 454,156	$ 152,394	$ 177,381	$ 218,491	$ 272,900	$ 315,623	$ 334,114	$ 512,066	$ 1,002,422	$ 1,434,703	$ 1,484,772
Net gains (losses) on disposal of investments									(47,944)	(1,123,969)	(3,938)
Net income (loss) attributable to Annaly									(2,162,865)	54,408	$ 1,569,604
Residential Mortgage Loans
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Interest income									150,066	83,259
Net gains (losses) on disposal of investments									(18,619)	(12,934)
Net unrealized gains (losses) on instruments measured at fair value through earnings									51,290	1,102
Net income (loss) attributable to Annaly									$ 182,737	$ 71,427