NET INCOME (LOSS) PER COMMON SHARE - Schedule of Net Income (Loss) per Share Reconciliation (Details) - USD ($) $ / shares in Units, $ in Thousands	3 Months Ended
	Mar. 31, 2021	Mar. 31, 2020
Earnings Per Share [Abstract]
Net income (loss)	$ 1,751,134	$ (3,640,189)
Net income (loss) attributable to noncontrolling interests	321	66
Net income (loss) attributable to Annaly	1,750,813	(3,640,255)
Dividends on preferred stock	26,883	35,509
Net income (loss) available (related) to common stockholders	$ 1,723,930	$ (3,675,764)
Weighted average shares of common stock outstanding-basic (in shares)	1,399,210,925	1,430,994,319
Add: Effect of stock awards, if dilutive (in shares)	789,802	0
Weighted average shares of common stock outstanding-diluted (in shares)	1,400,000,727	1,430,994,319
Net income (loss) per share available (related) to common share
Basic (in dollars per share)	$ 1.23	$ (2.57)
Diluted (in dollars per share)	$ 1.23	$ (2.57)