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LOANS - Summary of Comprehensive Income (Loss) (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2020
Sep. 30, 2019
Sep. 30, 2020
Sep. 30, 2019
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]        
Interest income $ 447,317 $ 152,394 $ 897,650 $ 548,266
Net gains (losses) on disposal of investments and other     652,150 (65,727)
Net income (loss) attributable to Annaly 1,015,674 (747,059) (1,768,379) (3,372,539)
Residential Mortgage Loans        
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]        
Interest income 42,508 37,673 132,937 102,689
Net gains (losses) on disposal of investments and other (4,638) (9,671) (22,014) (19,499)
Net unrealized gains (losses) on instruments measured at fair value through earnings 77,837 18,093 (4,381) 61,805
Net income (loss) attributable to Annaly $ 115,707 $ 46,095 $ 106,542 $ 144,995