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LOANS - Summary of Comprehensive Income (Loss) (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2020
Mar. 31, 2019
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Interest income $ 51,553 $ 218,491
Net gains (losses) on disposal of investments and other 206,583 (93,916)
Net income (loss) attributable to Annaly (3,640,255) (849,150)
Residential Mortgage Loans    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Interest income 47,557 29,991
Net gains (losses) on disposal of investments and other (12,000) (5,223)
Net unrealized gains (losses) on instruments measured at fair value through earnings (192,763) 17,821
Net income (loss) attributable to Annaly $ (157,206) $ 42,589