XML 116 R98.htm IDEA: XBRL DOCUMENT
v3.20.4

SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details) - USD ($) $ in Thousands | 12 Months Ended
--- | ---
Dec. 31, 2020 | Dec. 31, 2019
Repurchase Agreements: |  |
Repurchase agreements | $ 64,825,239 | $ 101,740,728
Weighted average rate | 0.32% | 2.03%
Percentage of total repurchase agreements with remaining maturity of 1 year (less than) | 1.00% | 0.00%
CRTs |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 245,686 | $ 268,738
Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 1,050,439 | 1,024,528
Residential mortgage loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 184,723 |
Commercial Loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 271,801 | 303,078
Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 62,744,910 | 99,591,465
Commercial Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 327,680 | 552,919
U.S. Treasury Securities |  |
Repurchase Agreements: |  |
Repurchase agreements |  | 0
1 day |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 0 | $ 0
Weighted average rate | 0.00% | 0.00%
1 day | CRTs |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 0 | $ 0
1 day | Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 0
1 day | Residential mortgage loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 |
1 day | Commercial Loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 0
1 day | Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 0
1 day | Commercial Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 0
1 day | U.S. Treasury Securities |  |
Repurchase Agreements: |  |
Repurchase agreements |  | 0
2 to 29 days |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 30,841,838 | $ 37,382,531
Weighted average rate | 0.29% | 2.15%
2 to 29 days | CRTs |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 129,993 | $ 237,897
2 to 29 days | Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 354,904 | 698,091
2 to 29 days | Residential mortgage loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 76,799 |
2 to 29 days | Commercial Loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 0
2 to 29 days | Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 30,151,875 | 36,030,104
2 to 29 days | Commercial Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 128,267 | 416,439
2 to 29 days | U.S. Treasury Securities |  |
Repurchase Agreements: |  |
Repurchase agreements |  | 0
30 to 59 days |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 10,567,655 | $ 15,300,157
Weighted average rate | 0.42% | 2.00%
30 to 59 days | CRTs |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 16,073 | $ 0
30 to 59 days | Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 161,274 | 115,805
30 to 59 days | Residential mortgage loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 |
30 to 59 days | Commercial Loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 0
30 to 59 days | Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 10,247,972 | 15,079,989
30 to 59 days | Commercial Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 142,336 | 104,363
30 to 59 days | U.S. Treasury Securities |  |
Repurchase Agreements: |  |
Repurchase agreements |  | 0
60 to 89 days |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 8,568,837 | $ 22,117,735
Weighted average rate | 0.30% | 1.97%
60 to 89 days | CRTs |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 99,620 | $ 30,841
60 to 89 days | Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 259,401 | 151,920
60 to 89 days | Residential mortgage loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 |
60 to 89 days | Commercial Loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 0
60 to 89 days | Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 8,181,410 | 21,931,335
60 to 89 days | Commercial Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 28,406 | 3,639
60 to 89 days | U.S. Treasury Securities |  |
Repurchase Agreements: |  |
Repurchase agreements |  | 0
90 to 119 days |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 2,154,733 | $ 9,992,914
Weighted average rate | 0.23% | 1.97%
90 to 119 days | CRTs |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 0 | $ 0
90 to 119 days | Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 0
90 to 119 days | Residential mortgage loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 |
90 to 119 days | Commercial Loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 0
90 to 119 days | Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 2,154,733 | 9,992,914
90 to 119 days | Commercial Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 0
90 to 119 days | U.S. Treasury Securities |  |
Repurchase Agreements: |  |
Repurchase agreements |  | 0
Over 119 days |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 12,692,176 | $ 16,947,391
Weighted average rate | 0.36% | 1.90%
Over 119 days | CRTs |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 0 | $ 0
Over 119 days | Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 274,860 | 58,712
Over 119 days | Residential mortgage loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 107,924 |
Over 119 days | Commercial Loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 271,801 | 303,078
Over 119 days | Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 12,008,920 | 16,557,123
Over 119 days | Commercial Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 28,671 | 28,478
Over 119 days | U.S. Treasury Securities |  |
Repurchase Agreements: |  |
Repurchase agreements |  | $ 0

X
- Definition Percent Of Total Repurchase Agreements With Remaining Maturity Over 1 Year + References No definition available. + Details
Name: | nly_PercentOfTotalRepurchaseAgreementsWithRemainingMaturityOver1Year
Namespace Prefix: | nly_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | duration

X
- Definition Weighted average rate of repurchase agreements. + References No definition available. + Details
Name: | nly_RepurchaseAgreementsWeightedAverageRates
Namespace Prefix: | nly_
Data Type: | num:percentItemType
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_AssetsSoldUnderAgreementsToRepurchaseLineItems
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Definition Amount, after the effects of master netting arrangements, of funds outstanding borrowed in the form of a security repurchase agreement between the entity and another party for the sale and repurchase of identical or substantially the same securities at a date certain for a specified price. Includes liabilities not subject to a master netting arrangement and not elected to be offset. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 10 -URI http://asc.fasb.org/extlink&oid=99393222&loc=SL20226008-175313 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312 Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 45 -Paragraph 11 -URI http://asc.fasb.org/extlink&oid=49176635&loc=d3e9760-107771 Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 942 -SubTopic 210 -Section S99 -Paragraph 1 -Subparagraph (SX 210.9-03.13(1)) -URI http://asc.fasb.org/extlink&oid=120398452&loc=d3e534808-122878 Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08.(m)(1)(a)(i)) -URI http://asc.fasb.org/extlink&oid=120395691&loc=d3e23780-122690 + Details
Name: | us-gaap_SecuritiesSoldUnderAgreementsToRepurchase
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

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

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

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

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

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

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

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

X
- Details
Name: | us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=us-gaap_MaturityOvernightMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity2To29DaysMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity30To59DaysMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity60To89DaysMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity90To119DaysMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_MaturityOver119DaysMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |