LOANS - Summary of Comprehensive Income (Loss) (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2022	Mar. 31, 2021
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Interest income	$ 580,928	$ 687,405
Net income (loss) attributable to Annaly	2,022,255	1,750,813
Residential Mortgage Loans
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Interest income	73,465	37,109
Net gains (losses) on disposal of investments (1)	(7,338)	(5,220)
Net unrealized gains (losses) on instruments measured at fair value through earnings (1)	(415,248)	22,455
Net income (loss) attributable to Annaly	$ (349,121)	$ 54,344