SECURITIES - Summary of Residential Securities and CMBS (Details) $ in Thousands	12 Months Ended
Dec. 31, 2019 USD ($)
Debt Securities, Available-For-Sale [Roll Forward]
Beginning balance	$ 92,623,788
Purchases	62,948,682
Sales and transfers	26,598,711
Principal paydowns	(17,223,971)
(Amortization) / accretion	(1,113,566)
Fair value adjustment	4,197,358
Ending balance	114,833,580
Residential Securities
Debt Securities, Available-For-Sale [Roll Forward]
Beginning balance	92,467,030
Purchases	62,703,862
Sales and transfers	26,506,345
Principal paydowns	(17,180,225)
(Amortization) / accretion	(1,114,344)
Fair value adjustment	4,190,579
Ending balance	114,560,557
Commercial Securities
Debt Securities, Available-For-Sale [Roll Forward]
Beginning balance	156,758
Purchases	244,820
Sales and transfers	92,366
Principal paydowns	(43,746)
(Amortization) / accretion	778
Fair value adjustment	6,779
Ending balance	$ 273,023

Accretion (Amortization) Of Debt Securities Available-For-Sale

No definition available.

Name:	nly_AccretionAmortizationOfDebtSecuritiesAvailableForSale
Namespace Prefix:	nly_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	duration

- Definition

Debt Securities, Available-For-Sale [Roll Forward]

+ References

No definition available.

+ Details

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

- Definition

Payments to Acquire Debt Securities, Available-for-sale, Excluding Variable Interest Entity

+ References

No definition available.

+ Details

Name:	nly_PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity
Namespace Prefix:	nly_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

- Definition

Proceeds from Sale of Debt Securities, Available-for-sale, Excluding Variable Interest Entity

+ References

No definition available.

+ Details

Name:	nly_ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity
Namespace Prefix:	nly_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	duration

- Definition

Amount of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 320
-SubTopic 10
-Section 45
-Paragraph 1
-Subparagraph (b)
-URI http://asc.fasb.org/extlink&oid=109979856&loc=d3e26610-111562

Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 320
-SubTopic 10
-Section 50
-Paragraph 2
-Subparagraph (aa)
-URI http://asc.fasb.org/extlink&oid=82897076&loc=d3e27161-111563

+ Details

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

- Definition

Amount after tax and reclassification adjustments, of appreciation (loss) in value of unsold available-for-sale securities. Excludes amounts related to other than temporary impairment (OTTI) loss.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 220
-SubTopic 10
-Section 45
-Paragraph 10A
-Subparagraph (e)
-URI http://asc.fasb.org/extlink&oid=114867106&loc=SL7669646-108580

+ Details

Name:	us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

- Definition

Amount of cash inflow from sale, maturity, prepayment and call of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 230
-SubTopic 10
-Section 45
-Paragraph 11
-URI http://asc.fasb.org/extlink&oid=109223946&loc=d3e3151-108585

Reference 2: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 230
-SubTopic 10
-Section 45
-Paragraph 12
-Subparagraph (a)
-URI http://asc.fasb.org/extlink&oid=109223946&loc=d3e3179-108585

Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 320
-SubTopic 10
-Section 45
-Paragraph 11
-URI http://asc.fasb.org/extlink&oid=109979856&loc=d3e26853-111562

+ Details

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

- Details

Name:	us-gaap_FinancialInstrumentAxis=us-gaap_ResidentialMortgageBackedSecuritiesMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_FinancialInstrumentAxis=us-gaap_CommercialMortgageBackedSecuritiesMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type: