XML 112 R90.htm IDEA: XBRL DOCUMENT
v3.20.2

FAIR VALUE MEASUREMENTS - Information about Significant Unobservable Inputs Used for Recurring Fair Value Measurements for Level 3 MSRs (Detail) - Fair Value, Measurements, Recurring - Level 3 - Mortgage Servicing Rights | 3 Months Ended | 12 Months Ended
--- | --- | ---
Jun. 30, 2020 USD ($) | Dec. 31, 2019 USD ($)
Minimum |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31) |  |
Unobservable input, cost to service | $ 81 | $ 81
Maximum |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31) |  |
Unobservable input, cost to service | 202 | 135
Weighted Average |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31) |  |
Unobservable input, cost to service | $ 115 | $ 107
Discount Rate | Minimum |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31) |  |
MSR measurement inputs | 0.090 | 0.090
Discount Rate | Maximum |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31) |  |
MSR measurement inputs | 0.120 | 0.120
Discount Rate | Weighted Average |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31) |  |
MSR measurement inputs | 0.093 | 0.093
Prepayment Rate | Minimum |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31) |  |
MSR measurement inputs | 0.111 | 0.063
Prepayment Rate | Maximum |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31) |  |
MSR measurement inputs | 0.447 | 0.266
Prepayment Rate | Weighted Average |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31) |  |
MSR measurement inputs | 0.287 | 0.137
Delinquency Rate | Minimum |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31) |  |
MSR measurement inputs | 0.000 | 0.000
Delinquency Rate | Maximum |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31) |  |
MSR measurement inputs | 0.090 | 0.040
Delinquency Rate | Weighted Average |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31) |  |
MSR measurement inputs | 0.027 | 0.022

X
- Definition Fair value inputs cost to service. + References No definition available. + Details
Name: | nly_FairValueInputsCostToService
Namespace Prefix: | nly_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
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_FairValueOptionQuantitativeDisclosuresLineItems
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Definition Value of input used to measure servicing asset. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (bbb)(2) -URI http://asc.fasb.org/extlink&oid=117815213&loc=d3e19207-110258 + Details
Name: | us-gaap_ServicingAssetMeasurementInput
Namespace Prefix: | us-gaap_
Data Type: | xbrli:decimalItemType
Balance Type: | na
Period Type: | instant

X
- Details
Name: | us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember
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_FairValueByAssetClassAxis=nly_MortgageServicingRightsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | srt_RangeAxis=srt_MinimumMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | srt_RangeAxis=srt_MaximumMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | srt_RangeAxis=srt_WeightedAverageMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_MeasurementInputTypeAxis=us-gaap_MeasurementInputDiscountRateMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_MeasurementInputTypeAxis=us-gaap_MeasurementInputPrepaymentRateMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_MeasurementInputTypeAxis=nly_MeasurementInputDelinquencyRateMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |