NET INCOME (LOSS) PER COMMON SHARE - Schedule of Net Income (Loss) per Share Reconciliation (Details) - USD ($) $ / shares in Units, $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Earnings Per Share [Abstract]
Net income (loss)	$ (3,640,189)	$ (849,251)
Net income (loss) attributable to noncontrolling interests	66	(101)
Net income (loss) attributable to Annaly	(3,640,255)	(849,150)
Dividends on preferred stock	35,509	32,494
Net income (loss) available (related) to common stockholders	$ (3,675,764)	$ (881,644)
Weighted average shares of common stock outstanding-basic (in shares)	1,430,994,319	1,398,614,205
Add: Effect of stock awards, if dilutive (in shares)	0	0
Weighted average shares of common stock outstanding-diluted (in shares)	1,430,994,319	1,398,614,205
Net income (loss) per share available (related) to common share
Basic (in dollars per share)	$ (2.57)	$ (0.63)
Diluted (in dollars per share)	$ (2.57)	$ (0.63)