LOANS - Summary of Comprehensive Income (Loss) (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2020	Dec. 31, 2019	Dec. 31, 2018
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Interest income	$ 1,330,513	$ 1,002,422	$ 1,434,703
Net gains (losses) on disposal of investments	661,513	(47,944)	(1,123,969)
Net income (loss) attributable to Annaly	(891,163)	(2,162,865)	$ 54,408
Residential Mortgage Loans
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Interest income	170,259	150,066
Net gains (losses) on disposal of investments	(38,372)	(18,619)
Net unrealized gains (losses) on instruments measured at fair value through earnings	37,693	51,290
Net income (loss) attributable to Annaly	$ 169,580	$ 182,737