XML 93 R75.htm IDEA: XBRL DOCUMENT
v3.22.4

DERIVATIVE INSTRUMENTS - Summary of Certain Characteristics of Futures Derivatives (Details) - USD ($) $ in Thousands | 12 Months Ended
--- | ---
Dec. 31, 2022 | Dec. 31, 2021
U.S. Treasury futures - 2 year |  |
Derivative [Line Items] |  |
Maturity Period | 2 years |
Weighted Average Years to Maturity | 1 year 11 months 15 days |
U.S. Treasury futures - 2 year | Notional - Long Positions |  |
Derivative [Line Items] |  |
Current Notional | $ 0 |
U.S. Treasury futures - 2 year | Notional - Short Positions |  |
Derivative [Line Items] |  |
Current Notional | $ 8,518,400 |
U.S. Treasury futures - 5 year |  |
Derivative [Line Items] |  |
Maturity Period | 5 years | 5 years
Weighted Average Years to Maturity | 4 years 4 months 13 days | 4 years 4 months 17 days
U.S. Treasury futures - 5 year | Notional - Long Positions |  |
Derivative [Line Items] |  |
Current Notional | $ 0 | $ 0
U.S. Treasury futures - 5 year | Notional - Short Positions |  |
Derivative [Line Items] |  |
Current Notional | $ 5,803,400 | $ 5,644,900
U.S. Treasury futures - 10 year and greater |  |
Derivative [Line Items] |  |
Maturity Period | 10 years | 10 years
Weighted Average Years to Maturity | 8 years 1 month 24 days | 6 years 10 months 2 days
U.S. Treasury futures - 10 year and greater | Notional - Long Positions |  |
Derivative [Line Items] |  |
Current Notional | $ 0 | $ 0
U.S. Treasury futures - 10 year and greater | Notional - Short Positions |  |
Derivative [Line Items] |  |
Current Notional | $ 6,866,900 | $ 9,381,000
Futures contracts |  |
Derivative [Line Items] |  |
Weighted Average Years to Maturity | 4 years 7 months 17 days | 4 years 7 months 6 days
Futures contracts | Notional - Long Positions |  |
Derivative [Line Items] |  |
Current Notional | $ 0 | $ 0
Futures contracts | Notional - Short Positions |  |
Derivative [Line Items] |  |
Current Notional | $ 21,188,700 | $ 22,535,100
Futures | 2 Year |  |
Derivative [Line Items] |  |
Maturity Period |  | 2 years
Weighted Average Years to Maturity |  | 1 year 11 months 15 days
Futures | Notional - Long Positions | 2 Year |  |
Derivative [Line Items] |  |
Current Notional |  | $ 0
Futures | Notional - Short Positions | 2 Year |  |
Derivative [Line Items] |  |
Current Notional |  | $ 7,509,200

X
- Definition Average remaining period until maturity of the derivative contract, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. + References No definition available. + Details
Name: | us-gaap_DerivativeAverageRemainingMaturity1
Namespace Prefix: | us-gaap_
Data Type: | xbrli:durationItemType
Balance Type: | na
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 Nominal or face amount used to calculate payment on derivative. + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1B -URI https://asc.fasb.org/extlink&oid=125515794&loc=SL5580258-113959 Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1A -Subparagraph (d) -URI https://asc.fasb.org/extlink&oid=125515794&loc=SL5579245-113959 + Details
Name: | us-gaap_DerivativeNotionalAmount
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | na
Period Type: | instant

X
- Definition Period the derivative contract is outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. + References No definition available. + Details
Name: | us-gaap_DerivativeTermOfContract
Namespace Prefix: | us-gaap_
Data Type: | xbrli:durationItemType
Balance Type: | na
Period Type: | duration

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=nly_UsTreasuryFuturesTwoYearMember
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: |

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

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

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

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

X
- Details
Name: | us-gaap_DebtInstrumentRedemptionPeriodAxis=nly_MaturityPeriodFiveMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |