XML 93 R81.htm IDEA: XBRL DOCUMENT
v3.19.2

DERIVATIVE INSTRUMENTS - Summary of Certain Characteristics of Futures Derivatives (Details) - USD ($) $ in Thousands | 6 Months Ended | 12 Months Ended
--- | --- | ---
Jun. 30, 2019 | Dec. 31, 2018
U.S. Treasury futures | 2 Year |  |
Derivative [Line Items] |  |
Derivative Instruments, maturity period | 2 years | 2 years
Weighted Average Underlying Years to Maturity | 1 year 11 months 8 days | 1 year 11 months 19 days
U.S. Treasury futures | 2 Year | Long |  |
Derivative [Line Items] |  |
Notional | $ 0 | $ 0
U.S. Treasury futures | 2 Year | Short |  |
Derivative [Line Items] |  |
Notional | $ (2,872,400) | $ (1,166,000)
U.S. Treasury futures | 5 Year |  |
Derivative [Line Items] |  |
Derivative Instruments, maturity period | 5 years | 5 years
Weighted Average Underlying Years to Maturity | 4 years 4 months 20 days | 4 years 4 months 20 days
U.S. Treasury futures | 5 Year | Long |  |
Derivative [Line Items] |  |
Notional | $ 0 | $ 0
U.S. Treasury futures | 5 Year | Short |  |
Derivative [Line Items] |  |
Notional | $ (7,716,500) | $ (6,359,400)
U.S. Treasury futures | 10 Year and Greater |  |
Derivative [Line Items] |  |
Derivative Instruments minimum maturity period | 10 years | 10 years
Weighted Average Underlying Years to Maturity | 7 years 9 months | 7 years 1 month 6 days
U.S. Treasury futures | 10 Year and Greater | Long |  |
Derivative [Line Items] |  |
Notional | $ (900,000) | $ 0
U.S. Treasury futures | 10 Year and Greater | Short |  |
Derivative [Line Items] |  |
Notional | $ (8,430,900) | $ (11,152,600)
Futures contracts |  |
Derivative [Line Items] |  |
Weighted Average Underlying Years to Maturity | 5 years 7 months 9 days | 5 years 10 months 9 days
Futures contracts | Long |  |
Derivative [Line Items] |  |
Notional | $ (900,000) | $ 0
Futures contracts | Short |  |
Derivative [Line Items] |  |
Notional | $ (19,019,800) | $ (18,678,000)

X
- Definition Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Article 12 -Section 13 -Sentence Column B + Details
Name: | invest_DerivativeNotionalAmount
Namespace Prefix: | invest_
Data Type: | xbrli:monetaryItemType
Balance Type: | na
Period Type: | instant

X
- Definition Derivative instruments minimum maturity period. + References No definition available. + Details
Name: | nly_DerivativeInstrumentsMinimumMaturityPeriod
Namespace Prefix: | nly_
Data Type: | xbrli:durationItemType
Balance Type: | na
Period Type: | duration

X
- Definition Average remaining period until maturity of the derivative contract, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. + References No definition available. + Details
Name: | us-gaap_DerivativeAverageRemainingMaturity1
Namespace Prefix: | us-gaap_
Data Type: | xbrli:durationItemType
Balance Type: | na
Period Type: | duration

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

X
- Definition Period the derivative contract is outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. + References No definition available. + Details
Name: | us-gaap_DerivativeTermOfContract
Namespace Prefix: | us-gaap_
Data Type: | xbrli:durationItemType
Balance Type: | na
Period Type: | duration

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

X
- Details
Name: | us-gaap_DebtInstrumentRedemptionPeriodAxis=nly_MaturityPeriodFiveMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_PositionAxis=us-gaap_LongMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_PositionAxis=us-gaap_ShortMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DebtInstrumentRedemptionPeriodAxis=nly_MaturityPeriodSixMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DebtInstrumentRedemptionPeriodAxis=nly_MaturityPeriodSevenMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

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