LOANS - Corporate Debt Amortized Costs Basis by Risk Rating and Vintage Year (Details) - Corporate Loans $ in Thousands	Sep. 30, 2020 USD ($)
Debt Securities, Held-to-maturity, Credit Quality Indicator [Line Items]
Total	$ 2,062,452
2020	282,951
2019	443,678
2018	781,480
2017	394,073
2016	117,111
2015	34,268
Revolvers	8,891
Accrued interest receivable	11,900
Performing
Debt Securities, Held-to-maturity, Credit Quality Indicator [Line Items]
Total	1,520,243
2020	259,377
2019	373,388
2018	457,891
2017	295,371
2016	95,256
2015	34,268
Revolvers	4,692
Special Mention
Debt Securities, Held-to-maturity, Credit Quality Indicator [Line Items]
Total	294,795
2020	23,574
2019	38,874
2018	168,115
2017	38,178
2016	21,855
2015	0
Revolvers	4,199
Substandard
Debt Securities, Held-to-maturity, Credit Quality Indicator [Line Items]
Total	234,535
2020	0
2019	31,416
2018	142,595
2017	60,524
2016	0
2015	0
Revolvers	0
Doubtful
Debt Securities, Held-to-maturity, Credit Quality Indicator [Line Items]
Total	12,879
2020	0
2019	0
2018	12,879
2017	0
2016	0
2015	0
Revolvers	0
Loss
Debt Securities, Held-to-maturity, Credit Quality Indicator [Line Items]
Total	0
2020	0
2019	0
2018	0
2017	0
2016	0
2015	0
Revolvers	$ 0

Debt Securities, Held-to-maturity, Revolving

No definition available.

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

- Definition

Debt Securities, Held-to-maturity, before Allowance for Credit Loss

+ References

No definition available.

+ Details

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

- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

+ References

No definition available.

+ Details

Name:	us-gaap_DebtSecuritiesHeldToMaturityCreditQualityIndicatorLineItems
Namespace Prefix:	us-gaap_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

- Definition

Amount of investment in debt security measured at amortized cost (held-to-maturity), originated five or more years 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

+ Details

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

- Definition

Amount of investment in debt security measured at amortized cost (held-to-maturity), originated four years prior to latest fiscal year.

+ References

+ Details

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

- Definition

Amount of investment in debt security measured at amortized cost (held-to-maturity), originated in current fiscal year.

+ References

+ Details

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

- Definition

Amount of investment in debt security measured at amortized cost (held-to-maturity), originated in fiscal year prior to latest fiscal year.

+ References

+ Details

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

- Definition

Amount of investment in debt security measured at amortized cost (held-to-maturity), originated three years prior to latest fiscal year.

+ References

+ Details

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

- Definition

Amount of investment in debt security measured at amortized cost (held-to-maturity), originated two years prior to latest fiscal year.

+ References

+ Details

Name:	us-gaap_DebtSecuritiesHeldToMaturityOriginatedTwoYearsBeforeLatestFiscalYear
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

- Details

Name:	us-gaap_FinancialInstrumentAxis=us-gaap_CorporateDebtSecuritiesMember
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=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: