XML 106 R84.htm IDEA: XBRL DOCUMENT v3.20.2

DERIVATIVE INSTRUMENTS - Summary of Characteristics of TBA Derivatives (Details) - TBA derivatives - USD ($) $ in Thousands	6 Months Ended	12 Months Ended
	Jun. 30, 2020	Dec. 31, 2019
Derivative [Line Items]
Notional	$ 18,381,000	$ 6,899,000
Implied Cost Basis	19,030,505	6,888,405
Implied Market Value	19,148,701	6,892,270
Net Carrying Value	118,196	3,865
Purchase contracts
Derivative [Line Items]
Notional	18,381,000	10,043,000
Implied Cost Basis	19,030,505	10,182,891
Implied Market Value	19,148,701	10,192,038
Net Carrying Value	$ 118,196	9,147
Sale contracts
Derivative [Line Items]
Notional		(3,144,000)
Implied Cost Basis		(3,294,486)
Implied Market Value		(3,299,768)
Net Carrying Value		$ (5,282)

X

- Definition

TBA Securities cost.

+ References

No definition available.

+ Details

Name:	nly_ToBeAnnouncedSecuritiesCost
Namespace Prefix:	nly_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	duration

X

- Definition

TBA Securities fair market value.

+ References

No definition available.

+ Details

Name:	nly_ToBeAnnouncedSecuritiesFairMarketValue
Namespace Prefix:	nly_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

X

- Definition

Nominal or face amount used to calculate payments on the derivative asset.

+ References

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1A
-Subparagraph (d)
-URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5579245-113959

Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1B
-URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5580258-113959

Reference 3: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1A
-Subparagraph (b)
-URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5579245-113959

+ Details

Name:	us-gaap_DerivativeAssetNotionalAmount
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	na
Period Type:	instant

X

- Definition

Fair value of the assets less the liabilities of a derivative or group of derivatives.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 825
-SubTopic 10
-Section 50
-Paragraph 10
-URI http://asc.fasb.org/extlink&oid=118260190&loc=d3e13433-108611

+ Details

Name:	us-gaap_DerivativeFairValueOfDerivativeNet
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

X

- Definition

Nominal or face amount used to calculate payments on the derivative liability.

+ References

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1A
-Subparagraph (b)
-URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5579245-113959

Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1B
-URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5580258-113959

Reference 3: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1A
-Subparagraph (d)
-URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5579245-113959

+ Details

Name:	us-gaap_DerivativeLiabilityNotionalAmount
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	na
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_DerivativeLineItems
Namespace Prefix:	us-gaap_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

X

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=nly_ToBeAnnouncedContractsMember
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: