LOANS - Commercial Real Estate Amortized Cost Basis by Risk Rating and Vintage (Details) $ in Thousands	3 Months Ended	6 Months Ended
Jun. 30, 2020 USD ($)	Jun. 30, 2019 USD ($)	Jun. 30, 2020 USD ($) loan	Jun. 30, 2019 USD ($)
Financing Receivable, Credit Quality Indicator [Line Items]
Loan loss provision	$ 68,751	$ 0	$ 168,077	$ 5,703
Commercial Mortgage
Financing Receivable, Credit Quality Indicator [Line Items]
Total	1,493,504		1,493,504
2020	158,729		158,729
2019	544,249		544,249
2018	372,613		372,613
2017	220,908		220,908
2016	65,731		65,731
Prior	131,274		131,274
Accrued interest receivable	4,300		4,300
Performing \| Commercial Mortgage
Financing Receivable, Credit Quality Indicator [Line Items]
Total	350,361		350,361
2020	91,417		91,417
2019	166,518		166,518
2018	0		0
2017	12,675		12,675
2016	0		0
Prior	79,751		79,751
Closely Monitored \| Commercial Mortgage
Financing Receivable, Credit Quality Indicator [Line Items]
Total	264,420		264,420
2020	0		0
2019	158,806		158,806
2018	0		0
2017	39,883		39,883
2016	65,731		65,731
Prior	0		0
Special Mention \| Commercial Mortgage
Financing Receivable, Credit Quality Indicator [Line Items]
Total	666,561		666,561
2020	67,312		67,312
2019	218,925		218,925
2018	268,236		268,236
2017	60,565		60,565
2016	0		0
Prior	51,523		51,523
Substandard \| Commercial Mortgage
Financing Receivable, Credit Quality Indicator [Line Items]
Total	67,003		67,003
2020	0		0
2019	0		0
2018	67,003		67,003
2017	0		0
2016	0		0
Prior	0		0
Doubtful \| Commercial Mortgage
Financing Receivable, Credit Quality Indicator [Line Items]
Total	145,159		145,159
2020	0		0
2019	0		0
2018	37,374		37,374
2017	107,785		107,785
2016	0		0
Prior	0		0
Loss \| Commercial Mortgage
Financing Receivable, Credit Quality Indicator [Line Items]
Total	0		0
2020	0		0
2019	0		0
2018	0		0
2017	0		0
2016	0		0
Prior	$ 0		$ 0
Mezzanine loans \| Commercial Mortgage
Financing Receivable, Credit Quality Indicator [Line Items]
Number of loans \| loan			2
Loan loss provision			$ 46,600

[Line Items] for Financing Receivable, Credit Quality Indicator [Table]

No definition available.

Name:	nly_FinancingReceivableCreditQualityIndicatorLineItems
Namespace Prefix:	nly_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

- Definition

Financing Receivable, before Allowance for Credit Loss

+ References

No definition available.

+ Details

Name:	nly_FinancingReceivablebeforeAllowanceforCreditLoss
Namespace Prefix:	nly_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

- Definition

Number of Loans

+ References

No definition available.

+ Details

Name:	nly_NumberofLoans
Namespace Prefix:	nly_
Data Type:	xbrli:integerItemType
Balance Type:	na
Period Type:	duration

- Definition

Amount of financing receivable originated five or more years prior to latest fiscal year.

+ References

Reference 1: http://www.xbrl.org/2003/role/exampleRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 326
-SubTopic 20
-Section 55
-Paragraph 79
-URI http://asc.fasb.org/extlink&oid=118955255&loc=SL82922352-210448

Reference 2: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 326
-SubTopic 20
-Section 50
-Paragraph 6
-URI http://asc.fasb.org/extlink&oid=119407570&loc=SL82919232-210447

+ Details

Name:	us-gaap_FinancingReceivableOriginatedFiveOrMoreYearsBeforeLatestFiscalYear
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

- Definition

Amount of financing receivable originated four years prior to latest fiscal year.

+ References

+ Details

Name:	us-gaap_FinancingReceivableOriginatedFourYearsBeforeLatestFiscalYear
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

- Definition

Amount of financing receivable originated in current fiscal year.

+ References

+ Details

Name:	us-gaap_FinancingReceivableOriginatedInCurrentFiscalYear
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

- Definition

Amount of financing receivable originated in fiscal year prior to latest fiscal year.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 326
-SubTopic 20
-Section 50
-Paragraph 6
-URI http://asc.fasb.org/extlink&oid=119407570&loc=SL82919232-210447

Reference 2: http://www.xbrl.org/2003/role/exampleRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 326
-SubTopic 20
-Section 55
-Paragraph 79
-URI http://asc.fasb.org/extlink&oid=118955255&loc=SL82922352-210448

+ Details

Name:	us-gaap_FinancingReceivableOriginatedInFiscalYearBeforeLatestFiscalYear
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

- Definition

Amount of financing receivable originated three years prior to latest fiscal year.

+ References

+ Details

Name:	us-gaap_FinancingReceivableOriginatedThreeYearsBeforeLatestFiscalYear
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

- Definition

Amount of financing receivable originated two years prior to latest fiscal year.

+ References

+ Details

Name:	us-gaap_FinancingReceivableOriginatedTwoYearsBeforeLatestFiscalYear
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

- Definition

Carrying amount as of the balance sheet date of interest earned but not received. Also called accrued interest or accrued interest receivable.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
-SubTopic 10
-Section S99
-Paragraph 1
-Subparagraph (SX 210.5-02.8)
-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

+ Details

Name:	us-gaap_InterestReceivable
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

- Definition

Amount of expense related to estimated loss from loan and lease transactions.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 230
-SubTopic 10
-Section 45
-Paragraph 28
-Subparagraph (a)
-URI http://asc.fasb.org/extlink&oid=118932676&loc=d3e3602-108585

Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 942
-SubTopic 220
-Section S99
-Paragraph 1
-Subparagraph (SX 210.9-04.11)
-URI http://asc.fasb.org/extlink&oid=116637391&loc=SL114874048-224260

Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 310
-SubTopic 10
-Section 50
-Paragraph 11B
-Subparagraph (c)(2)
-URI http://asc.fasb.org/extlink&oid=118936363&loc=SL6953423-111524

+ Details

Name:	us-gaap_ProvisionForLoanAndLeaseLosses
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	duration

- Details

Name:	us-gaap_InvestmentTypeAxis=nly_CommercialMortgageMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_InternalCreditAssessmentAxis=nly_PerformingMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_InternalCreditAssessmentAxis=nly_CloselyMonitoredMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_InternalCreditAssessmentAxis=us-gaap_SpecialMentionMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_InternalCreditAssessmentAxis=us-gaap_SubstandardMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_InternalCreditAssessmentAxis=us-gaap_DoubtfulMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_InternalCreditAssessmentAxis=us-gaap_UnlikelyToBeCollectedFinancingReceivableMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	srt_MortgageLoansOnRealEstateDescriptionLoanCategoryAxis=nly_MezzanineLoansMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type: