NET INCOME (LOSS) PER COMMON SHARE - Schedule of Net Income (Loss) per Share Reconciliation (Details) - USD ($) $ / shares in Units, $ in Thousands		3 Months Ended		9 Months Ended
		Sep. 30, 2020	Sep. 30, 2019	Sep. 30, 2020	Sep. 30, 2019
Earnings Per Share [Abstract]
Net income (loss)		$ 1,015,548	$ (747,169)	$ (1,768,407)	$ (3,372,833)
Net income (loss) attributable to noncontrolling interests		(126)	(110)	(28)	(294)
Net income (loss) attributable to Annaly		1,015,674	(747,059)	(1,768,379)	(3,372,539)
Dividends on preferred stock (1)	[1]	35,509	36,151	106,527	101,067
Net income (loss) available (related) to common stockholders		$ 980,165	$ (783,210)	$ (1,874,906)	$ (3,473,606)
Weighted average shares of common stock outstanding-basic (in shares)		1,404,202,695	1,453,359,211	1,419,645,475	1,436,204,582
Add: Effect of stock awards, if dilutive (in shares)		165,605	0	0	0
Weighted average shares of common stock outstanding-diluted (in shares)		1,404,368,300	1,453,359,211	1,419,645,475	1,436,204,582
Net income (loss) per share available (related) to common share
Basic (in dollars per share)		$ 0.70	$ (0.54)	$ (1.32)	$ (2.42)
Diluted (in dollars per share)		$ 0.70	$ (0.54)	$ (1.32)	$ (2.42)
Dividends, preferred stock			$ 300

[1] The three months ended September 30, 2019 exclude cumulative and undeclared dividends of $0.3 million on the Company's Series I Preferred Stock as of June 30, 2019.