LOANS - Summary of Comprehensive Income (Loss) (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2021	Sep. 30, 2020	Sep. 30, 2021	Sep. 30, 2020
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Interest income	$ 362,534	$ 447,317	$ 1,372,798	$ 897,650
Net gains (losses) on disposal of investments and other			(37,561)	652,150
Net income (loss) attributable to Annaly	519,244	1,015,674	1,974,415	(1,768,379)
Residential Mortgage Loans
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Interest income	45,799	42,508	121,871	132,937
Net gains (losses) on disposal of investments and other	(7,154)	(4,638)	(34,095)	(22,014)
Net unrealized gains (losses) on instruments measured at fair value through earnings	12,525	77,837	49,436	(4,381)
Net income (loss) attributable to Annaly	$ 51,170	$ 115,707	$ 137,212	$ 106,542