XML 98 R86.htm IDEA: XBRL DOCUMENT
v3.21.1

DERIVATIVE INSTRUMENTS - Effect of Other Derivative Contracts on the Consolidated Statements of Operations and Comprehensive Income (Loss) (Details) - USD ($) $ in Thousands | 3 Months Ended
--- | ---
Mar. 31, 2021 | Mar. 31, 2020
Derivative [Line Items] |  |
Unrealized Gains (Losses) on Interest Rate Swaps | $ 772,262 | $ (2,827,723)
Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments | 475,707 | 206,426
Futures |  |
Derivative [Line Items] |  |
Realized Gain (Loss) | 296,164 | (279,476)
Unrealized Gains (Losses) on Interest Rate Swaps | 517,133 | 6,892
Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments | 813,297 | (272,584)
Purchase commitments |  |
Derivative [Line Items] |  |
Realized Gain (Loss) | 0 | 0
Unrealized Gains (Losses) on Interest Rate Swaps | (1,907) | (10,809)
Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments | (1,907) | (10,809)
TBA derivatives |  |
Derivative [Line Items] |  |
Realized Gain (Loss) | (287,889) | 271,085
Unrealized Gains (Losses) on Interest Rate Swaps | (342,228) | 160,695
Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments | (630,117) | 431,780
Interest rate swaptions, at fair value |  |
Derivative [Line Items] |  |
Realized Gain (Loss) | (22,210) | 51,445
Unrealized Gains (Losses) on Interest Rate Swaps | 305,990 | 70,133
Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments | 283,780 | 121,578
Credit derivatives |  |
Derivative [Line Items] |  |
Realized Gain (Loss) | 1,631 | 1,925
Unrealized Gains (Losses) on Interest Rate Swaps | 9,023 | (65,464)
Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments | $ 10,654 | $ (63,539)

X
- Definition Realized gain (loss) on derivatives. + References No definition available. + Details
Name: | nly_RealizedGainLossOnDerivatives
Namespace Prefix: | nly_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Definition Amount of increase (decrease) in the fair value of derivatives recognized in the income statement. + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4A -Subparagraph (b)(1) -URI http://asc.fasb.org/extlink&oid=121590274&loc=SL5618551-113959 + Details
Name: | us-gaap_DerivativeGainLossOnDerivativeNet
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
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 The net change in the difference between the fair value and the carrying value, or in the comparative fair values, of derivative instruments, including options, swaps, futures, and forward contracts, held at each balance sheet date, that was included in earnings for the period. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 230 -SubTopic 10 -Section 45 -Paragraph 28 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=121586364&loc=d3e3602-108585 + Details
Name: | us-gaap_UnrealizedGainLossOnDerivatives
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
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_FinancialInstrumentAxis=us-gaap_LoanPurchaseCommitmentsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=nly_ToBeAnnouncedContractsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwaptionMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=nly_CreditDerivativesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |