LOANS - Aggregate Positions in Capital Structure of Borrowers (Details) - USD ($) $ in Thousands	Sep. 30, 2018	Dec. 31, 2017
Schedule of Held-to-maturity Securities [Line Items]
Corporate debt	$ 1,528,874	$ 1,011,275
First lien loans
Schedule of Held-to-maturity Securities [Line Items]
Corporate debt	888,860	582,724
Second lien loans
Schedule of Held-to-maturity Securities [Line Items]
Corporate debt	$ 640,014	$ 428,551

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