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, 2021	Sep. 30, 2020	Sep. 30, 2021	Sep. 30, 2020
Earnings Per Share [Abstract]
Net income (loss)	$ 521,534	$ 1,015,548	$ 1,977,820	$ (1,768,407)
Net income (loss) attributable to noncontrolling interests	2,290	(126)	3,405	(28)
Net income (loss) attributable to Annaly	519,244	1,015,674	1,974,415	(1,768,379)
Dividends on preferred stock	26,883	35,509	80,649	106,527
Net income (loss) available (related) to common stockholders	$ 492,361	$ 980,165	$ 1,893,766	$ (1,874,906)
Weighted average shares of common stock outstanding-basic (in shares)	1,445,315,914	1,404,202,695	1,418,424,208	1,419,645,475
Add: Effect of stock awards, if dilutive (in shares)	1,041,953	165,605	1,077,997	0
Weighted average shares of common stock outstanding-diluted (in shares)	1,446,357,867	1,404,368,300	1,419,502,205	1,419,645,475
Net income (loss) per share available (related) to common share
Basic (in dollars per share)	$ 0.34	$ 0.70	$ 1.34	$ (1.32)
Diluted (in dollars per share)	$ 0.34	$ 0.70	$ 1.33	$ (1.32)