XML 61 R49.htm IDEA: XBRL DOCUMENT
v3.19.1

FINANCIAL INSTRUMENTS - Summary of Characteristics of Financial Instruments (Details) - USD ($) $ in Thousands | Mar. 31, 2019 | Dec. 31, 2018
--- | --- | ---
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items] |  |  |
Assets | $ 119,172,549 | $ 105,787,527 | [1]
Liabilities | 103,391,105 | 91,669,726 | [1]
Total securities |  |  |
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items] |  |  |
Assets | 104,993,271 | 92,623,788 |
Agency mortgage-backed securities, recognized through comprehensive income |  |  |
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items] |  |  |
Assets | 102,222,237 | 89,840,322 |
Agency mortgage-backed securities, recognized through earnings |  |  |
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items] |  |  |
Assets | 871,289 | 912,673 |
Credit risk transfer securities |  |  |
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items] |  |  |
Assets | 607,945 | 552,097 |
Non-agency mortgage-backed securities |  |  |
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items] |  |  |
Assets | 1,116,569 | 1,161,938 |
Commercial real estate debt investment, securities, recognized through other comprehensive income |  |  |
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items] |  |  |
Assets | 96,566 | 138,242 |
Commercial real estate debt investment, securities, recognized through earnings |  |  |
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items] |  |  |
Assets | 78,665 | 18,516 |
Total loans, net |  |  |
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items] |  |  |
Assets | 3,879,324 | 4,585,975 |
Residential mortgage loans |  |  |
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items] |  |  |
Assets | 1,311,720 | 1,359,806 |
Commercial real estate debt and preferred equity, held for investment |  |  |
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items] |  |  |
Assets | 722,962 | 1,296,803 |
Commercial loans held for sale, net |  |  |
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items] |  |  |
Assets | 42,035 | 42,184 |
Corporate debt |  |  |
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items] |  |  |
Assets | 1,758,082 | 1,887,182 |
Corporate debt held for sale, net |  |  |
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items] |  |  |
Assets | 44,525 | 0 |
Total assets transferred or pledged to securitization vehicles |  |  |
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items] |  |  |
Assets | 4,365,300 | 3,833,200 |
Residential mortgage loans, transferred or pledged to securitization vehicles, recognized through earnings |  |  |
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items] |  |  |
Assets | 1,425,668 | 1,094,831 |
Commercial mortgage loans, transferred or pledged to securitization vehicles, recognized through earnings |  |  |
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items] |  |  |
Assets | 2,939,632 | 2,738,369 |
Reverse repurchase agreements |  |  |
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items] |  |  |
Assets | 523,449 | 650,040 |
Repurchase agreements |  |  |
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items] |  |  |
Liabilities | 88,554,170 | 81,115,874 |
Other secured financing |  |  |
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items] |  |  |
Liabilities | 4,144,623 | 4,183,311 |
Debt issued by securitization vehicles |  |  |
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items] |  |  |
Liabilities | 3,693,766 | 3,347,062 |
Mortgages payable |  |  |
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items] |  |  |
Liabilities | $ 510,386 | $ 511,056 |
[1] | (1) Derived from the audited consolidated financial statements at December 31, 2018.

X
- Definition Sum of the carrying amounts as of the balance sheet date of all assets that are recognized. Assets are probable future economic benefits obtained or controlled by an entity as a result of past transactions or events. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 944 -SubTopic 210 -Section S99 -Paragraph 1 -Subparagraph (SX 210.7-03(a)(12)) -URI http://asc.fasb.org/extlink&oid=6879938&loc=d3e572229-122910 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 942 -SubTopic 210 -Section S99 -Paragraph 1 -Subparagraph (SX 210.9-03(11)) -URI http://asc.fasb.org/extlink&oid=6876686&loc=d3e534808-122878 + Details
Name: | us-gaap_Assets
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Sum of the carrying amounts as of the balance sheet date of all liabilities that are recognized. Liabilities are probable future sacrifices of economic benefits arising from present obligations of an entity to transfer assets or provide services to other entities in the future. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.5-02.19-26) -URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682 + Details
Name: | us-gaap_Liabilities
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- 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_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=us-gaap_AvailableforsaleSecuritiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=nly_AgencyMortgageBackedSecuritiesRecognizedThroughComprehensiveIncomeMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=nly_AgencyMortgageBackedSecuritiesRecognizedThroughEarningsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=nly_CreditRiskTransferSecuritiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=nly_NonAgencyMortgageBackedSecuritiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=nly_CommercialRealEstateDebtInvestmentSecuritiesRecognizedThroughComprehensiveIncomeMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=nly_CommercialRealEstateDebtInvestmentSecuritiesRecognizedThroughEarningsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=us-gaap_FinanceReceivablesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=nly_ResidentialMortgageLoansMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=nly_CommercialRealEstateDebtAndPreferredEquityHeldForInvestmentMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=nly_CommercialLoansHeldForSaleMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=nly_CorporateDebtMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=us-gaap_CorporateDebtSecuritiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=nly_AssetsTransferredOrPledgedToSecuritizationMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=nly_ResidentialMortgageLoansAssetTransferredOrPledgedToSecuritizationRecognizedThroughEarningsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=nly_CommercialMortgageLoansAssetTransferredOrPledgedToSecuritizationRecognizedThroughEarningsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=nly_ReverseRepurchaseAgreementsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=us-gaap_RepurchaseAgreementsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=us-gaap_OtherDebtSecuritiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=nly_SecuritizedDebtOfConsolidatedVIEsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=nly_MortgagePayableMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |