LOANS - Aggregate Positions in Capital Structure of Borrowers (Details) - USD ($) $ in Thousands	Sep. 30, 2021	Dec. 31, 2020
Schedule of Held-to-maturity Securities [Line Items]
Corporate debt	$ 1,890,709	$ 2,239,930
First lien loans
Schedule of Held-to-maturity Securities [Line Items]
Corporate debt	1,302,441	1,489,125
Second lien loans
Schedule of Held-to-maturity Securities [Line Items]
Corporate debt	$ 588,268	$ 750,805

For an unclassified balance sheet, this item represents firm holdings in fixed income or other debt securities issued by a corporation or other issuer not elsewhere specified in the taxonomy, which are categorized as held-to-maturity. The held-to-maturity category is for those securities that the entity has the positive intent and ability to hold until maturity.

No definition available.

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