XML 35 R88.htm IDEA: XBRL DOCUMENT
v3.19.3

FAIR VALUE MEASUREMENTS - Estimated Fair Values for All Financial Assets and Liabilities (Detail) - USD ($) $ in Thousands | Sep. 30, 2019 | Dec. 31, 2018
--- | --- | ---
Financial liabilities |  |  |
Other secured financing | $ 4,466,030 | $ 4,183,311 | [1]
Carrying Value | Level 1 |  |  |
Financial liabilities |  |  |
Repurchase agreements | 105,181,241 | 81,115,874 |
Other secured financing | 4,127,989 | 4,183,311 |
Carrying Value | Level 2 |  |  |
Financial assets |  |  |
Corporate debt, held for investment | 2,115,783 | 1,887,182 |
Financial liabilities |  |  |
Repurchase agreements | 102,682,104 | 81,115,874 |
Other secured financing | 4,466,030 | 4,183,311 |
Carrying Value | Level 3 |  |  |
Financial assets |  |  |
Commercial real estate debt and preferred equity, held for investment | 1,421,434 | 1,296,803 |
Commercial loans held for sale, net | 0 | 42,184 |
Financial liabilities |  |  |
Mortgage payable | 485,657 | 511,056 |
Fair Value | Level 1 |  |  |
Financial liabilities |  |  |
Repurchase agreements | 105,181,241 | 81,115,874 |
Other secured financing | 4,128,155 | 4,183,805 |
Fair Value | Level 2 |  |  |
Financial assets |  |  |
Corporate debt, held for investment | 2,073,721 | 1,863,524 |
Financial liabilities |  |  |
Repurchase agreements | 102,682,104 | 81,115,874 |
Other secured financing | 4,466,210 | 4,183,805 |
Fair Value | Level 3 |  |  |
Financial assets |  |  |
Commercial real estate debt and preferred equity, held for investment | 1,434,293 | 1,303,487 |
Commercial loans held for sale, net | 0 | 42,184 |
Financial liabilities |  |  |
Mortgage payable | $ 529,198 | $ 507,770 |
[1] | (1) Derived from the audited consolidated financial statements at December 31, 2018.

X
- Definition Commercial real estate debt and preferred equity fair value disclosure. + References No definition available. + Details
Name: | nly_CommercialRealEstateDebtAndPreferredEquityFairValueDisclosure
Namespace Prefix: | nly_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- References No definition available. + Details
Name: | us-gaap_FinancialInstrumentsFinancialAssetsBalanceSheetGroupingsAbstract
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- References No definition available. + Details
Name: | us-gaap_FinancialInstrumentsFinancialLiabilitiesBalanceSheetGroupingsAbstract
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Definition Fair value of firm holdings in corporate fixed income securities. Includes pledged 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_FinancialInstrumentsOwnedCorporateDebtAtFairValue
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Fair value portion of contractual obligation to pay money on demand or on fixed or determinable dates. + References No definition available. + Details
Name: | us-gaap_LoansPayableFairValueDisclosure
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- Definition Amount, after allowance for bad debt, of commercial mortgage loan receivables held-for-sale that are not part of a disposal group. Excludes loans and leases covered under loss sharing agreements and loans classified as debt securities. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 310 -SubTopic 10 -Section 45 -Paragraph 2 -URI http://asc.fasb.org/extlink&oid=82891408&loc=d3e4428-111522 + Details
Name: | us-gaap_LoansReceivableHeldForSaleNetNotPartOfDisposalGroupCommercialRealEstate
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Secured financing other than securities sold under agreements to repurchase and securities loaned. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 15 -Paragraph 83 -URI http://asc.fasb.org/extlink&oid=109257184&loc=d3e34841-113949 + Details
Name: | us-gaap_OtherSecuredFinancings
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- Definition Fair value portion of securities that an entity sells and agrees to repurchase at a specified date for a specified price. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 825 -SubTopic 10 -Section 50 -Paragraph 10 -URI http://asc.fasb.org/extlink&oid=109250915&loc=d3e13433-108611 + Details
Name: | us-gaap_SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- Details
Name: | us-gaap_FairValueByMeasurementBasisAxis=us-gaap_CarryingReportedAmountFairValueDisclosureMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel1Member
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel2Member
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel3Member
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FairValueByMeasurementBasisAxis=us-gaap_EstimateOfFairValueFairValueDisclosureMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |