XML 108 R84.htm IDEA: XBRL DOCUMENT
v3.22.2.2

SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details) - USD ($) $ in Thousands | Sep. 30, 2022 | Dec. 31, 2021
--- | --- | ---
Repurchase Agreements: |  |  |
Netted amounts | $ 54,160,731 | $ 54,769,643 | [1]
Weighted Average Rate | 3.09% | 0.17% |
Repurchase agreements, remaining maturities, percentage | 0.00% |  |
CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 800,634 | $ 176,450 |
Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 2,269,674 | 977,366 |
Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 441,968 | 505,001 |
Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 50,113,402 | 52,724,923 |
Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 535,053 | 385,903 |
1 day |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 0 | $ 0 |
Weighted Average Rate | 0.00% | 0.00% |
1 day | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 0 | $ 0 |
1 day | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 0 |
1 day | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 0 |
1 day | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 0 |
1 day | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 0 |
2 to 29 days |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 23,789,105 | $ 27,013,474 |
Weighted Average Rate | 2.95% | 0.14% |
2 to 29 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 345,111 | $ 133,525 |
2 to 29 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 563,625 | 246,707 |
2 to 29 days | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 33,718 | 0 |
2 to 29 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 22,837,664 | 26,435,408 |
2 to 29 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 8,987 | 197,834 |
30 to 59 days |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 13,141,434 | $ 10,212,453 |
Weighted Average Rate | 3.04% | 0.19% |
30 to 59 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 48,414 | $ 38,854 |
30 to 59 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 337,489 | 270,377 |
30 to 59 days | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 159,350 |
30 to 59 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 12,483,618 | 9,743,872 |
30 to 59 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 271,913 | 0 |
60 to 89 days |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 1,097,481 | $ 6,377,347 |
Weighted Average Rate | 3.72% | 0.17% |
60 to 89 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 148,422 | $ 4,071 |
60 to 89 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 632,694 | 351,426 |
60 to 89 days | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 0 |
60 to 89 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 183,316 | 6,021,850 |
60 to 89 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 133,049 | 0 |
90 to 119 days |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 3,292,070 | $ 4,824,918 |
Weighted Average Rate | 3.12% | 0.15% |
90 to 119 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 201,027 | $ 0 |
90 to 119 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 203,162 | 12,573 |
90 to 119 days | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 89,021 | 0 |
90 to 119 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 2,738,922 | 4,812,345 |
90 to 119 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 59,938 | 0 |
Over 119 days |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 12,840,641 | $ 6,341,451 |
Weighted Average Rate | 3.36% | 0.27% |
Over 119 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 57,660 | $ 0 |
Over 119 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 532,704 | 96,283 |
Over 119 days | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 319,229 | 345,651 |
Over 119 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 11,869,882 | 5,711,448 |
Over 119 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 61,166 | $ 188,069 |
[1] | (1)Derived from the audited consolidated financial statements at December 31, 2021.

X
- Definition Repurchase Agreements, Maturity Greater Than One Year, Percentage + References No definition available. + Details
Name: | nly_RepurchaseAgreementsMaturityGreaterThanOneYearPercentage
Namespace Prefix: | nly_
Data Type: | dtr-types:percentItemType
Balance Type: | na
Period Type: | instant

X
- Definition Weighted average rate of repurchase agreements. + References No definition available. + Details
Name: | nly_RepurchaseAgreementsWeightedAverageRates
Namespace Prefix: | nly_
Data Type: | dtr-types: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://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08(m)(1)(i)) -URI https://asc.fasb.org/extlink&oid=120395691&loc=d3e23780-122690 Reference 2: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 10 -URI https://asc.fasb.org/extlink&oid=99393222&loc=SL20226008-175313 Reference 3: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08(m)(1)(ii)(A)(i)) -URI https://asc.fasb.org/extlink&oid=120395691&loc=d3e23780-122690 Reference 4: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (c) -URI https://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312 Reference 5: 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 https://asc.fasb.org/extlink&oid=126897435&loc=d3e534808-122878 + 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=us-gaap_ResidentialMortgageMember
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_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: |