XML 64 R52.htm IDEA: XBRL DOCUMENT
v3.19.2

SECURITIES - Component of Agency Mortgage-Backed Securities Portfolio by Issuing Agency Concentration (Details) - USD ($) $ in Thousands | Jun. 30, 2019 | Dec. 31, 2018
--- | --- | ---
Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Securities (includes pledged assets of $113,624,573 and $87,193,316, respectively) (3) | [1] | $ 119,926,869 | $ 92,623,788 | [2]
Agency mortgage-backed securities, at fair value |  |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Securities (includes pledged assets of $113,624,573 and $87,193,316, respectively) (3) |  | 118,202,040 | 90,752,995 |
Agency mortgage-backed securities, at fair value | Fannie Mae |  |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Securities (includes pledged assets of $113,624,573 and $87,193,316, respectively) (3) |  | 75,009,975 | 60,270,432 |
Agency mortgage-backed securities, at fair value | Freddie Mac |  |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Securities (includes pledged assets of $113,624,573 and $87,193,316, respectively) (3) |  | 43,049,088 | 30,397,556 |
Agency mortgage-backed securities, at fair value | Ginnie Mae |  |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Securities (includes pledged assets of $113,624,573 and $87,193,316, respectively) (3) |  | $ 142,977 | $ 85,007 |
[1] | (3) Excludes $327.9 million and $83.6 million at June 30, 2019 and December 31, 2018, respectively, of non-Agency mortgage-backed securities and $168.0 million and $224.3 million at June 30, 2019 and December 31, 2018, respectively, of commercial mortgage-backed securities in consolidated VIEs pledged as collateral and eliminated from the Company’s Consolidated Statements of Financial Condition.
[2] | (1) Derived from the audited consolidated financial statements at December 31, 2018.

X
- Definition Mortgage-Backed Securities Portfolio [Line Items] + References No definition available. + Details
Name: | nly_MortgageBackedSecuritiesPortfolioLineItems
Namespace Prefix: | nly_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Definition The fair value as of the balance sheet date of firm holdings in mortgages, mortgage backed securities (investment instruments that represent ownership of an undivided interest in a group of mortgages, where principal and interest from the individual mortgages are used to pay investors' principal and interest on the mortgage backed security) and asset-backed securities that are primarily paid from the cash flows of a discrete pool of receivables or other financial assets (such as credit-card receivables), either fixed or revolving, that by their terms convert into cash within a finite time period. Includes both pledged (to counterparties as collateral for financing transactions) and unpledged holdings. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 940 -SubTopic 320 -Section 45 -Paragraph 2 -URI http://asc.fasb.org/extlink&oid=35711157&loc=d3e42546-110969 + Details
Name: | us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Details
Name: | us-gaap_UnderlyingAssetClassAxis=nly_AgencyMortgageBackedSecuritiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_InvestmentTypeAxis=us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_InvestmentTypeAxis=us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_InvestmentTypeAxis=us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |